• Title of article

    Markov chain mixing time on cycles

  • Author/Authors

    Gerencsér، نويسنده , , Balلzs، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    18
  • From page
    2553
  • To page
    2570
  • Abstract
    Mixing time quantifies the convergence speed of a Markov chain to the stationary distribution. It is an important quantity related to the performance of MCMC sampling. It is known that the mixing time of a reversible chain can be significantly improved by lifting, resulting in an irreversible chain, while changing the topology of the chain. We supplement this result by showing that if the connectivity graph of a Markov chain is a cycle, then there is an Ω ( n 2 ) lower bound for the mixing time. This is the same order of magnitude that is known for reversible chains on the cycle.
  • Keywords
    cycle , Non-reversible , Mixing time , Markov chain
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2011
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578462