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Speeding up Markov chains with deterministic jumps
Probability Theory and Related Fields ( IF 2 ) Pub Date : 2020-09-22 , DOI: 10.1007/s00440-020-01006-4
Sourav Chatterjee , Persi Diaconis

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.

中文翻译:

使用确定性跳跃加速马尔可夫链

我们表明,通过将链的每一步与确定性移动交替,通常可以大大加快有限状态空间马尔可夫链向平稳性的收敛速度。在相当普遍的条件下,我们表明这样的方案不仅存在,而且数量众多。
更新日期:2020-09-22
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