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Rates of convergence for everywhere-positive Markov chains

โœ Scribed by J.R. Baxter; Jeffrey S. Rosenthal


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
356 KB
Volume
22
Category
Article
ISSN
0167-7152

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A semidefinite bound for mixing rates of
โœ Nabil Kahale ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 214 KB ๐Ÿ‘ 2 views

We study general geometric techniques for bounding the spectral gap of a reversible Markov chain. We show that the best bound obtainable using these techniques can be computed in polynomial time via semidefinite programming, and is off by at most a factor of order log 2 n, where n is the number of s