T - 79 . 5204 Combinatorial Models and Stochastic Algorithms
نویسنده
چکیده
I Markov Chains and Stochastic Sampling 2 1 Markov Chains and Random Walks on Graphs . . . . . . . . . . . 2 1.1 Structure of Finite Markov Chains . . . . . . . . . . . . . 2 1.2 Existence and Uniqueness of Stationary Distribution . . . 10 1.3 Convergence of Regular Markov Chains . . . . . . . . . . 14 1.4 Transient Behaviour of General Chains . . . . . . . . . . 17 1.5 Reversible Markov Chains . . . . . . . . . . . . . . . . . 20 2 Markov Chain Monte Carlo Sampling . . . . . . . . . . . . . . . 22 3 Estimating the Convergence Rate of a Markov Chain . . . . . . . 26 3.1 Second Eigenvalue, Conductance, Canonical Paths . . . . 26 3.2 Coupling . . . . . . . . . . . . . . . . . . . . . . . . . . 43 4 Exact Sampling with Coupled Markov Chains . . . . . . . . . . . 50
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تاریخ انتشار 2007