Speeding up Markov chains with deterministic jumps
Probability
2020-08-27 v2
Abstract
We show that the convergence of finite state space Markov chains to stationarity can often be considerably speeded up by alternating every step of the chain with a deterministic move. Under fairly general conditions, we show that not only do such schemes exist, they are numerous.
Cite
@article{arxiv.2004.11491,
title = {Speeding up Markov chains with deterministic jumps},
author = {Sourav Chatterjee and Persi Diaconis},
journal= {arXiv preprint arXiv:2004.11491},
year = {2020}
}
Comments
22 pages. To appear in Probab. Theory Related Fields, special issue in honor of Harry Kesten. This revision has some minor corrections and a new proposition due to Jimmy He in the section on open problems