Path coupling without contraction |
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Authors: | Magnus Bordewich Martin Dyer |
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Affiliation: | aDepartment of Computer Science, Durham University, Durham, UK;bSchool of Computing, University of Leeds, Leeds LS2 9JT, UK |
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Abstract: | Path coupling is a useful technique for simplifying the analysis of a coupling of a Markov chain. Rather than defining and analysing the coupling on every pair in Ω×Ω, where Ω is the state space of the Markov chain, analysis is done on a smaller set SΩ×Ω. If the coefficient of contraction β is strictly less than one, no further analysis is needed in order to show rapid mixing. However, if β=1 then analysis (of the variance) is still required for all pairs in Ω×Ω. In this paper we present a new approach which shows rapid mixing in the case β=1 with a further condition which only needs to be checked for pairs in S, greatly simplifying the work involved. We also present a technique applicable when β=1 and our condition is not met. |
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Keywords: | Markov chain Markov chain Monte Carlo Path coupling Coupling |
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