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It is often possible to speed up the mixing of a Markov chain $\{ X_{t} \}_{t \in \mathbb{N}}$ on a state space $\Omega$ by \textit{lifting}, that is, running a more efficient Markov chain $\{ \hat{X}_{t} \}_{t \in \mathbb{N}}$ on a larger…

Probability · Mathematics 2017-03-01 Kavita Ramanan , Aaron Smith

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

Machine Learning · Computer Science 2023-07-14 Ron Dorfman , Kfir Y. Levy

The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…

Data Structures and Algorithms · Computer Science 2020-02-07 Vedat Levi Alev , Lap Chi Lau

This paper introduces a concept of approximate spectral gap to analyze the mixing time of Markov Chain Monte Carlo (MCMC) algorithms for which the usual spectral gap is degenerate or almost degenerate. We use the idea to analyze a class of…

Computation · Statistics 2019-08-26 Yves F. Atchadé

We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…

Probability · Mathematics 2025-09-29 Anna Ben-Hamou

We study the worst-case mixing time of the global Kawasaki dynamics for the fixed-magnetization Ising model on the class of graphs of maximum degree $\Delta$. Proving a conjecture of Carlson, Davies, Kolla, and Perkins, we show that below…

Data Structures and Algorithms · Computer Science 2025-11-25 Aiya Kuchukova , Marcus Pappik , Will Perkins , Corrine Yap

This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…

Machine Learning · Computer Science 2024-05-27 Fabian Spaeh , Konstantinos Sotiropoulos , Charalampos E. Tsourakakis

We prove an optimal $\Omega(n^{-1})$ lower bound on the spectral gap of Glauber dynamics for anti-ferromagnetic two-spin systems with $n$ vertices in the tree uniqueness regime. This spectral gap holds for all, including unbounded, maximum…

Data Structures and Algorithms · Computer Science 2021-11-22 Xiaoyu Chen , Weiming Feng , Yitong Yin , Xinyuan Zhang

Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine learning. Although specific asymptotic results, such as the law…

Probability · Mathematics 2025-09-22 Attila Lovas , Lionel Truquet

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

The switch chain is a well-studied Markov chain which can be used to sample approximately uniformly from the set $\Omega(\boldsymbol{d})$ of all graphs with a given degree sequence $\boldsymbol{d}$. Polynomial mixing time (rapid mixing) has…

Combinatorics · Mathematics 2020-12-01 Pu Gao , Catherine Greenhill

In this paper, we develop some matrix Poisson's equations satisfied by the mean and variance of the mixing time in an irreducible positive-recurrent discrete-time Markov chain with infinitely-many levels, and provide a computational…

Probability · Mathematics 2013-08-21 Quan-Lin Li , Jing Cao

This paper studies the augmented truncation of discrete-time block-monotone Markov chains under geometric drift conditions. We first present a bound for the total variation distance between the stationary distributions of an original Markov…

Probability · Mathematics 2014-07-18 Hiroyuki Masuyama

We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process…

Probability · Mathematics 2007-05-23 Leonid Kontorovich

Over the past decades, a fascinating computational phase transition has been identified in sampling from Gibbs distributions. Though, the computational complexity at the critical point remains poorly understood, as previous algorithmic and…

Data Structures and Algorithms · Computer Science 2026-01-08 Xiaoyu Chen , Zongchen Chen , Yitong Yin , Xinyuan Zhang

Let $(X_t)_{t = 0 }^{\infty}$ be an irreducible reversible discrete time Markov chain on a finite state space $\Omega $. Denote its transition matrix by $P$. To avoid periodicity issues (and thus ensuring convergence to equilibrium) one…

Probability · Mathematics 2018-01-29 Jonathan Hermon , Yuval Peres

We present an improved coupling technique for analyzing the mixing time of Markov chains. Using our technique, we simplify and extend previous results for sampling colorings and independent sets. Our approach uses properties of the…

Probability · Mathematics 2007-05-23 Thomas P. Hayes , Eric Vigoda

We consider Metropolis Glauber dynamics for sampling proper $q$-colourings of the $n$-vertex complete $b$-ary tree when $3\leq q\leq b/2\ln(b)$. We give both upper and lower bounds on the mixing time. For fixed $q$ and $b$, our upper bound…

Computational Complexity · Computer Science 2008-06-06 Leslie Ann Goldberg , Mark Jerrum , Marek Karpinski

The theory of rapid mixing random walks plays a fundamental role in the study of modern randomised algorithms. Usually, the mixing time is measured with respect to the worst initial position. It is well known that the presence of…

Probability · Mathematics 2024-01-30 Alberto Espuny Díaz , Patrick Morris , Guillem Perarnau , Oriol Serra

Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…

Probability · Mathematics 2021-06-17 Anna Ben-Hamou , Yuval Peres
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