منابع مشابه
Mixing Time for a Markov Chain on Cladograms
A cladogram is a tree with labeled leaves and unlabeled degree-3 branchpoints. A certain Markov chain on the set of n-leaf cladograms consists of removing a random leaf (and its incident edge) and reat-taching it to a random edge. We show that the mixing time (time to approach the uniform stationary distribution) for this chain is at least O(n 2) and at most O(n 3).
متن کاملFastest Mixing Markov Chain on a Path
Simulation using Markov chain Monte Carlo is a mainstay of scientific computing; see, e.g., [4, 5] for pointers to the literature. Thus the analysis and design of fast mixing Markov chains, with given stationary distribution, has become a research area. In [2], we show how to numerically find the fastest mixing Markov chain (i.e., the one with smallest secondlargest eigenvalue modulus) on a giv...
متن کاملFastest Mixing Markov Chain on a Graph
We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e., the mixing rate of the Markov chain, is determined by the second largest (in magnitude) eigenvalue of the transition matri...
متن کاملMarkov chain mixing and coupling
Recall from Lecture 2: Definition 0.1. Let S be a countable set and (X n) a sequence of random variables taking values in S. We say that (X n) is a Markov chain if it has the Markov property.
متن کاملMixing Time of Markov chain of the Knapsack Problem
To find the number of assignments of zeros and ones satisfying a specific Knapsack Problem is #P hard, so only approximations are envisageable. A Markov chain allowing uniform sampling of all possible solutions is given by Luby, Randall and Sinclair. In 2005, Morris and Sinclair, by using a flow argument, have shown that the mixing time of this Markov chain is O(n), for any ǫ > 0. By using a ca...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2011
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.07.007