论文标题

马尔可夫连锁店的庞加莱不平等:与Cheeger,Lyapunov和Metropolis会面

Poincaré inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis

论文作者

Andrieu, Christophe, Lee, Anthony, Power, Sam, Wang, Andi Q.

论文摘要

我们开发了一种薄弱的庞加莱不平等的理论,以表征千古马尔可夫链的收敛速率。由马尔可夫连锁店在算法的背景下应用的动机,我们开发了一组相关的工具,使马尔可夫链蒙特卡洛方法的融合速率可以实践研究,但也远远超出了。

We develop a theory of weak Poincaré inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the practical study of convergence rates in the setting of Markov chain Monte Carlo methods, but also well beyond.

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