On additive averaging kernels for finite Markov chains
Abstract
We study additive mixtures of Markov kernels of the form , where , is a baseline sampler and is a Gibbs kernel induced by a partition of the state space. We first motivate the study of , which can be interpreted as the projection of a lifted Markov chain. We then consider the minimisation of distance to stationarity under two objectives: the squared Frobenius norm and the Kullback-Leibler (KL) divergence. For the Frobenius objective, we derive explicit trace formulas and identify a Cheeger-type functional that characterises optimal two-block partitions. This yields a structured combinatorial optimisation problem admitting a difference-of-submodular decomposition, enabling efficient approximation via majorisation-minimisation. We also obtain geometric decay rates governed by the absolute spectral gap of . For the KL divergence, we establish convexity-based bounds showing that the divergence of is controlled by those of both and , thereby reducing partition selection to the Gibbs component. Numerical experiments on the Curie-Weiss model demonstrate that suitable choice of both the partition and the parameter can significantly accelerate convergence in total variation distance. We observe a consistent trade-off between local exploration and global averaging, with intermediate values of achieving the best performance across regimes.
Cite
@article{arxiv.2604.12334,
title = {On additive averaging kernels for finite Markov chains},
author = {Ryan J. Y. Lim and Michael C. H. Choi},
journal= {arXiv preprint arXiv:2604.12334},
year = {2026}
}
Comments
29 pages, 5 figures