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On additive averaging kernels for finite Markov chains

Probability 2026-04-15 v1 Information Theory Combinatorics math.IT Optimization and Control Computation

Abstract

We study additive mixtures of Markov kernels of the form Aα=αP+(1α)GA_\alpha = \alpha P + (1-\alpha)G, where α[0,1]\alpha \in [0,1], PP is a baseline sampler and GG is a Gibbs kernel induced by a partition of the state space. We first motivate the study of AαA_\alpha, 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 PP. For the KL divergence, we establish convexity-based bounds showing that the divergence of AαA_\alpha is controlled by those of both PP and GG, 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 α\alpha can significantly accelerate convergence in total variation distance. We observe a consistent trade-off between local exploration and global averaging, with intermediate values of α\alpha achieving the best performance across regimes.

Keywords

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

R2 v1 2026-07-01T12:08:03.885Z