Utilizing network structure to accelerate Markov chain Monte Carlo algorithms

DOI10.3390/a9030050zbMath1461.60063arXiv1809.06564OpenAlexW2493957440MaRDI QIDQ1736821

Rupei Xu, Ahmad Askarian, Andras Farago

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06564

zbMATH Keywords

Markov chainconvergence ratelumpable and quasi-lumpable Markov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Loss networks
• Markov set-chains
• Results on limiting sets of Markov set chains
• Computational complexity of loss networks
• Performance Modeling, Stochastic Networks, and Statistical Multiplexing, second edition
• On the Convergence Rate of Quasi Lumpable Markov Chains
• Quasi Lumpability, Lower-Bounding Coupling Matrices, and Nearly Completely Decomposable Markov Chains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Utilizing network structure to accelerate Markov chain Monte Carlo algorithms