scholarly journals Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains

2017 ◽  
Vol 170 (1) ◽  
pp. 62-68
Author(s):  
M. Mihelich ◽  
B. Dubrulle ◽  
D. Paillard ◽  
Q. Kral ◽  
D. Faranda
Keyword(s):  
2014 ◽  
Vol 23 (4) ◽  
pp. 585-606
Author(s):  
RAVI MONTENEGRO

We extend the conductance and canonical paths methods to the setting of general finite Markov chains, including non-reversible non-lazy walks. The new path method is used to show that a known bound for the mixing time of a lazy walk on a Cayley graph with a symmetric generating set also applies to the non-lazy non-symmetric case, often even when there is no holding probability.


2013 ◽  
Vol 50 (4) ◽  
pp. 943-959 ◽  
Author(s):  
Guan-Yu Chen ◽  
Laurent Saloff-Coste

We make a connection between the continuous time and lazy discrete time Markov chains through the comparison of cutoffs and mixing time in total variation distance. For illustration, we consider finite birth and death chains and provide a criterion on cutoffs using eigenvalues of the transition matrix.


2019 ◽  
Vol 176 (6) ◽  
pp. 1526-1560
Author(s):  
Zhongyang Li
Keyword(s):  

2006 ◽  
Vol Vol. 8 ◽  
Author(s):  
R. Balasubramanian ◽  
C.R. Subramanian

International audience We study the problem of efficiently sampling k-colorings of bipartite graphs. We show that a class of markov chains cannot be used as efficient samplers. Precisely, we show that, for any k, 6 ≤ k ≤ n^\1/3-ε \, ε > 0 fixed, \emphalmost every bipartite graph on n+n vertices is such that the mixing time of any markov chain asymptotically uniform on its k-colorings is exponential in n/k^2 (if it is allowed to only change the colors of O(n/k) vertices in a single transition step). This kind of exponential time mixing is called \emphtorpid mixing. As a corollary, we show that there are (for every n) bipartite graphs on 2n vertices with Δ (G) = Ω (\ln n) such that for every k, 6 ≤ k ≤ Δ /(6 \ln Δ ), each member of a large class of chains mixes torpidly. While, for fixed k, such negative results are implied by the work of CDF, our results are more general in that they allow k to grow with n. We also show that these negative results hold true for H-colorings of bipartite graphs provided H contains a spanning complete bipartite subgraph. We also present explicit examples of colorings (k-colorings or H-colorings) which admit 1-cautious chains that are ergodic and are shown to have exponential mixing time. While, for fixed k or fixed H, such negative results are implied by the work of CDF, our results are more general in that they allow k or H to vary with n.


2017 ◽  
Vol Vol. 18 no. 3 (Graph Theory) ◽  
Author(s):  
Stefan Felsner ◽  
Daniel Heldt

We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$. The set of $\alpha$-orientations of a plane graph has a natural distributive lattice structure. The moves of the up-down Markov chain on this distributive lattice corresponds to reversals of directed facial cycles in the $\alpha$-orientation. We have a positive and several negative results regarding the mixing time of such Markov chains. A 2-orientation of a plane quadrangulation is an orientation where every inner vertex has outdegree 2. We show that there is a class of plane quadrangulations such that the up-down Markov chain on the 2-orientations of these quadrangulations is slowly mixing. On the other hand the chain is rapidly mixing on 2-orientations of quadrangulations with maximum degree at most 4. Regarding examples for slow mixing we also revisit the case of 3-orientations of triangulations which has been studied before by Miracle et al.. Our examples for slow mixing are simpler and have a smaller maximum degree, Finally we present the first example of a function $\alpha$ and a class of plane triangulations of constant maximum degree such that the up-down Markov chain on the $\alpha$-orientations of these graphs is slowly mixing.


2019 ◽  
Vol 29 (4) ◽  
pp. 2439-2480
Author(s):  
Daniel Hsu ◽  
Aryeh Kontorovich ◽  
David A. Levin ◽  
Yuval Peres ◽  
Csaba Szepesvári ◽  
...  

2013 ◽  
Vol 30 (01) ◽  
pp. 1250045 ◽  
Author(s):  
JEFFREY J. HUNTER

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the Markov chain. Expressions for the probability generating function, and hence the probability distribution of the mixing time, starting in state i, are derived and special cases explored. This extends the results of the author regarding the expected time to mixing [Hunter, JJ (2006). Mixing times with applications to perturbed Markov chains. Linear Algebra and Its Applications, 417, 108–123] and the variance of the times to mixing, [Hunter, JJ (2008). Variances of first passage times in a Markov chain with applications to mixing times. Linear Algebra and Its Applications, 429, 1135–1162]. Some new results for the distribution of the recurrence and the first passage times in a general irreducible three-state Markov chain are also presented.


2022 ◽  
Vol 99 ◽  
pp. 103421
Author(s):  
Péter L. Erdős ◽  
Catherine Greenhill ◽  
Tamás Róbert Mezei ◽  
István Miklós ◽  
Dániel Soltész ◽  
...  

Author(s):  
Topi Talvitie ◽  
Teppo Niinimäki ◽  
Mikko Koivisto

We investigate almost uniform sampling from the set of linear extensions of a given partial order. The most efficient schemes stem from Markov chains whose mixing time bounds are polynomial, yet impractically large. We show that, on instances one encounters in practice, the actual mixing times can be much smaller than the worst-case bounds, and particularly so for a novel Markov chain we put forward. We circumvent the inherent hardness of estimating standard mixing times by introducing a refined notion, which admits estimation for moderate-size partial orders. Our empirical results suggest that the Markov chain approach to sample linear extensions can be made to scale well in practice, provided that the actual mixing times can be realized by instance-sensitive upper bounds or termination rules. Examples of the latter include existing perfect simulation algorithms, whose running times in our experiments follow the actual mixing times of certain chains, albeit with significant overhead.


2013 ◽  
Vol 50 (04) ◽  
pp. 943-959 ◽  
Author(s):  
Guan-Yu Chen ◽  
Laurent Saloff-Coste

We make a connection between the continuous time and lazy discrete time Markov chains through the comparison of cutoffs and mixing time in total variation distance. For illustration, we consider finite birth and death chains and provide a criterion on cutoffs using eigenvalues of the transition matrix.


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