Path coupling without contraction
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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) | ||
Credits: |
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Explicit content: | No | ||
Aspect Ratio: | 4:3 | ||
Screencast: | No | ||
Bumper: | /sms-ingest/static/new-4x3-bumper.dv | ||
Trailer: | /sms-ingest/static/new-4x3-trailer.dv |
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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