Symmetry Analysis of Reversible Markov Chains
نویسندگان
چکیده
We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools involving a group commuting with a self-adjoint operator with criteria for an eigenvector to descend to an orbit graph. As examples, we show that the Metropolis construction can dominate a max-degree construction by an arbitrary amount and that, in turn, the fastest mixing Markov chain can dominate the Metropolis construction by an arbitrary amount.
منابع مشابه
On the spectral analysis of second-order Markov chains
Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators. Nevertheless and even if they are not diagonalizable in general, we study some features of their spectral decompositions and in particular the behavior of the spectral gap unde...
متن کاملA Local Limit Theorem for a Family of Non-reversible Markov Chains
Abstract. By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are not reversible, have little symmetry, do not have uniform stationary distributions, and can be nearly periodic, prior general bounds on rates of c...
متن کاملG-PCCA: Spectral Clustering for Non-reversible Markov Chains
Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g., the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, becau...
متن کاملEmpirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
متن کاملA Modification of Neal’s Algorithm for a Continuous State Space and an Application to the Fokker-planck Equation
The Metropolis-Hastings algorithm generates correlated samples from a target distribution by constructing a Markov chain which has as its stationary distribution the desired target distribution. One property of this algorithm is that it creates reversible Markov chains. As a result, reversible chains are often used in Monte Carlo simulations. Reversible Markov chains also have the added benefit...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Internet Mathematics
دوره 2 شماره
صفحات -
تاریخ انتشار 2005