Approximate Spectral Gaps for Markov Chain Mixing Times in High Dimensions
Author(s) -
Yves F. Atchadé
Publication year - 2021
Publication title -
siam journal on mathematics of data science
Language(s) - English
Resource type - Journals
ISSN - 2577-0187
DOI - 10.1137/19m1283082
Subject(s) - markov chain monte carlo , mixing (physics) , markov chain , statistical physics , markov chain mixing time , spectral gap , chain (unit) , computer science , subject (documents) , monte carlo method , statistics , mathematics , econometrics , markov model , balance equation , physics , library science , mathematical analysis , astronomy , quantum mechanics
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