Comparison inequalities and fastest-mixing Markov chains
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Publication:373832
DOI10.1214/12-AAP886zbMath1288.60089arXiv1109.6075OpenAlexW3105460891MaRDI QIDQ373832
Publication date: 25 October 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.6075
Markov chainslog-concave distributionsbirth-and-death chainscomparison inequalitiesfastest mixingstochastic monotonicity
Related Items (9)
Monte Carlo Markov chains constrained on graphs for a target with disconnected support ⋮ Monotonicity for continuous-time random walks ⋮ Geometric bounds on the fastest mixing Markov chain ⋮ Unnamed Item ⋮ Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Strong stationary duality for diffusion processes ⋮ Existence condition of strong stationary times for continuous time Markov chains on discrete graphs ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains
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