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Markov chain comparison
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Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark and Martin, R. (2004) Markov chain comparison. University of Warwick. Department of Computer Science. (Department of Computer Science Research Report). (Unpublished)
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PDF (Department of Computer Science Research Report)
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Abstract
This is an expository paper, focussing on the following scenario. We have two Markov chains, M and M'. By some means, we have obtained a bound on the mixing time of M'. We wish to compare M with M' in order to derive a corresponding bound on the mixing time of M. We investigate the application of the comparison method of Diaconis and Saloff-Coste to this scenario, giving a number of theorems which characterize the applicability of the method. We focus particularly on the case in which the chains are not reversible. The purpose of the paper is to provide a catalogue of theorems which can be easily applied to bound mixing times.
Item Type: | Report | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Computer Science | ||||
Library of Congress Subject Headings (LCSH): | Markov processes, Algorithms | ||||
Series Name: | Department of Computer Science Research Report | ||||
Publisher: | University of Warwick. Department of Computer Science | ||||
Official Date: | 2004 | ||||
Dates: |
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Number: | Number 406 | ||||
Number of Pages: | 19 | ||||
DOI: | CS-RR-406 | ||||
Institution: | University of Warwick | ||||
Theses Department: | Department of Computer Science | ||||
Status: | Not Peer Reviewed | ||||
Publication Status: | Unpublished | ||||
Funder: | Engineering and Physical Sciences Research Council (EPSRC) | ||||
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