Path coupling without contraction
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361.68 MB,
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| Description: |
Bordewich, M (Durham)
Wednesday 26 March 2008, 15:40-16:10 Markov-chain Monte Carlo Methods |
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| Created: | 2008-03-29 12:02 | ||
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| Collection: | Combinatorics and Statistical Mechanics | ||
| Publisher: | Isaac Newton Institute | ||
| Copyright: | Bordewich, M | ||
| Language: | eng (English) | ||
| Distribution: |
World
(downloadable)
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| Explicit content: | No | ||
| Aspect Ratio: | 4:3 | ||
| Screencast: | No | ||
| Bumper: | UCS Default | ||
| Trailer: | UCS Default | ||
| Abstract: | Path coupling is a useful technique for simplifying the analysis of a coupling of a Markov chain. Rather than defining and analysing the coupling on every pair in the state space of the Markov chain, analysis is done on a smaller set S. If the coefficient of contraction b is strictly less than one, no further analysis is needed in order to show rapid mixing. However, if b=1 then analysis (of the variance) is still required for all pairs in the state space. In this paper we present a new approach which shows rapid mixing in the case b=1 with a further condition which only needs to be checked for pairs in S, greatly simplifying the work involved. |
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