Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866917318652592128 |
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| author | Avrachenkov, Konstantin Gregoris, Lorenzo Litvak, Nelly |
| author_facet | Avrachenkov, Konstantin Gregoris, Lorenzo Litvak, Nelly |
| contents | We present an optimization-based formulation of the Red Light Green Light (RLGL) algorithm for computing stationary distributions of large Markov chains. This perspective clarifies the algorithm's behavior, establishes exponential convergence for a class of chains, and suggests practical scheduling strategies to accelerate convergence. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_06391 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent Avrachenkov, Konstantin Gregoris, Lorenzo Litvak, Nelly Probability Optimization and Control We present an optimization-based formulation of the Red Light Green Light (RLGL) algorithm for computing stationary distributions of large Markov chains. This perspective clarifies the algorithm's behavior, establishes exponential convergence for a class of chains, and suggests practical scheduling strategies to accelerate convergence. |
| title | Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent |
| topic | Probability Optimization and Control |
| url | https://arxiv.org/abs/2603.06391 |