Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing

DOI10.1214/105051606000000772zbMath1139.65001arXivmath/0703021OpenAlexW3103537158MaRDI QIDQ2467120

Yongtao Guan, Stephen M. Krone

Publication date: 18 January 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703021

zbMATH Keywords

convergencedistributionisoperimetric inequalityspectral gapgeometric ergodicityCheeger's inequalityMarkov chain Monte Carlo (MCMC) methodssmall worldstate decompositionMetropolis-Hastings chainsMetropolis-coupled MCMC

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Metric theory of other algorithms and expansions; measure and Hausdorff dimension (11K55) Numerical analysis or methods applied to Markov chains (65C40) Pseudo-random numbers; Monte Carlo methods (11K45)

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