Heat-bath Markov chains have no negative eigenvalues
Heat-bath Markov chains have no negative eigenvalues
复制标题
热浴马尔可夫链没有负特征值
DOI：
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发表时间：
2013
期刊：
影响因子：
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通讯作者：
Mario Ullrich
中科院分区：
文献类型：
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作者：
Catherine S. Greenhill;Mario Ullrich
证明了当马氏链的转移矩阵具有一定的结构时，该链没有负特征值。对于这样的链，没有必要为了研究混合时间而使链懒惰。引理的目的是适用于热浴马尔可夫链。我们提出了两个应用这一结果：一个单网站热浴链自旋系统和一个热浴马尔可夫链的抽样列联表。
We prove a result which says that when the transition matrix of a Markov chain has a certain structure, then the chain has no negative eigenvalues. For such chains, it is not necessary to make the chain lazy in order to investigate the mixing time. The lemma is designed to apply to heat-bath Markov chains. We present two applications of this result: one to single-site heat-bath chains for spin systems and one to a heat-bath Markov chain for sampling contingency tables.