Metropolis-Hastings reversiblizations of non-reversible Markov chains

DOI10.1016/j.spa.2019.04.006zbMath1436.60070arXiv1706.00068OpenAlexW2621387495WikidataQ127953060 ScholiaQ127953060MaRDI QIDQ2289820

Michael C. H. Choi

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.00068

zbMATH Keywords

spectral gapmixing timeMetropolis-Hastings algorithmvariance boundsWeyl's inequalitynon-reversible Markov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Ergodic theorems, spectral theory, Markov operators (37A30)

Related Items (4)

On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations ⋮ Improved estimation of relaxation time in nonreversible Markov chains ⋮ Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime ⋮ Generalized Markov chain tree theorem and Kemeny's constant for a class of non-Markovian matrices

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