Analysis of a non-reversible Markov chain speedup by a single edge
Probability
2019-06-07 v2
Abstract
We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of vertices and a Markov chain with a drift is introduced, we get mixing time of with probability bounded away from 0. If only one of the two modifications were performed, the mixing time would stay .
Cite
@article{arxiv.1905.03223,
title = {Analysis of a non-reversible Markov chain speedup by a single edge},
author = {Balázs Gerencsér},
journal= {arXiv preprint arXiv:1905.03223},
year = {2019}
}
Comments
15 pages, 5 figures