On sampling with Markov chains
β Scribed by F. R. K. Chung; R. L. Graham; S.-T. Yau
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 922 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1042-9832
No coin nor oath required. For personal study only.
β¦ Synopsis
In this paper, we apply some recent eigenvalue bounds based on heat kernel estimates to provide polynomial bounds on Markov chain approaches to a number of sampling problems. In particular, for the space S of rn by n contingency tables (which are arrays of non-negative integers having fixed row and column sums), we give the first bounds on the mixing time for the natural walk on S which is polynomial in rn, n and the row and column sums, provided the minimum row and column sums are large enough.
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