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On sampling with Markov chains

✍ 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.

✦ 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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