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A semidefinite bound for mixing rates of Markov chains
Authors:Nabil Kahale
Abstract:We study general geometric techniques for bounding the spectral gap of a reversible Markov chain. We show that the best bound obtainable using these techniques can be computed in polynomial time via semidefinite programming, and is off by at most a factor of order log2n, where n is the number of states. © 1997 John Wiley & Sons, Inc. Random Struct. Alg., 11 , 299–313 (1997)
Keywords:Markov chains  eigenvalues  Poincaré  inequalities  semidefinite programming  multicommodity flow
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