Reversible Markov chains: variational representations and ordering
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2018
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866913901671612416 |
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| author | Sherlock, Chris |
| author_facet | Sherlock, Chris |
| contents | This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the associated variational representations of the spectral gaps; (ii) a variational representation of the asymptotic variance of an ergodic average; and (iii) the conductance, and the equivalence of a non-zero conductance to a non-zero right spectral gap. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1809_01903 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | Reversible Markov chains: variational representations and ordering Sherlock, Chris Statistics Theory Computation 65C40 This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the associated variational representations of the spectral gaps; (ii) a variational representation of the asymptotic variance of an ergodic average; and (iii) the conductance, and the equivalence of a non-zero conductance to a non-zero right spectral gap. |
| title | Reversible Markov chains: variational representations and ordering |
| topic | Statistics Theory Computation 65C40 |
| url | https://arxiv.org/abs/1809.01903 |