Characterizing limits and opportunities in speeding up Markov chain mixing
From MaRDI portal
Publication:2029783
DOI10.1016/j.spa.2021.03.006zbMath1469.60224OpenAlexW3138179454MaRDI QIDQ2029783
Alain Sarlette, Simon Apers, Francesco Ticozzi
Publication date: 4 June 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/30800
Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- Improving the convergence of reversible samplers
- Non-reversible Metropolis-Hastings
- Some things we've learned (about Markov chain Monte Carlo)
- Irreversible Monte Carlo algorithms for efficient sampling
- Markov chain mixing time on cycles
- Geometric bounds for eigenvalues of Markov chains
- First- and second-order diffusive methods for rapid, coarse, distributed load balancing
- Bounding the convergence time of local probabilistic evolution
- Improved mixing rates of directed cycles by added connection
- Bounds on lifting continuous-state Markov chains to speed up mixing
- Analysis of a nonreversible Markov chain sampler.
- Non-backtracking random walk
- A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
- Analysis of accelerated gossip algorithms
- On the spectral analysis of second-order Markov chains
- Graph diameter, eigenvalues, and minimum-time consensus
- Lifting Markov chains to speed up mixing
- A Local Clustering Algorithm for Massive Graphs and Its Application to Nearly Linear Time Graph Partitioning
- Adding a Single State Memory Optimally Accelerates Symmetric Linear Maps
- Finite-Time Consensus Using Stochastic Matrices With Positive Diagonals
- A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- On the Markov Chain Simulation Method for Uniform Combinatorial Distributions and Simulated Annealing
- NON-BACKTRACKING RANDOM WALKS MIX FASTER
- Fastest Mixing Markov Chain on Graphs with Symmetries
- Liftings of Tree-Structured Markov Chains
- The Calculation of Posterior Distributions by Data Augmentation
- A random polynomial-time algorithm for approximating the volume of convex bodies
- Accelerating Consensus by Spectral Clustering and Polynomial Filters
- Optimization and Analysis of Distributed Averaging With Short Node Memory
- Polynomial Filtering for Fast Convergence in Distributed Consensus
- Chebyshev Polynomials in Distributed Consensus Applications
- Linear Time Average Consensus and Distributed Optimization on Fixed Graphs
- Fastest Mixing Markov Chain on a Graph
- Distributed Averaging Via Lifted Markov Chains
- Equation of State Calculations by Fast Computing Machines
- Positive contraction mappings for classical and quantum Schrödinger systems
- Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space
- Location-Aided Fast Distributed Consensus in Wireless Networks
- Order-Optimal Consensus Through Randomized Path Averaging
- The computational complexity of linear optics
- Monte Carlo sampling methods using Markov chains and their applications
This page was built for publication: Characterizing limits and opportunities in speeding up Markov chain mixing