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Mixing of Markov chains and optimal liftings
Student-Run Research| Speaker: | Prof. Igor Pak, MIT |
| Location: | 593 Kerr |
| Start time: | Wed, Apr 25 2001, 1:10PM |
Description
Abstract:
Running a Markov chain is a popular tool used for sampling
from various distribution, approximate counting, volume
approximation algorithms, etc. However, from a theoretical
point of view, these algorithms are good as long as we can
estimate mixing time of the Markov chains.
In the talk, I will present two general approaches to study the
mixing of Markov chains: one based on multicommodity flows, and
the other based on the stopping time technique. We then elaborate
on their advantages and disadvantages, and apply them to the
optimal lifting problem, which can be stated as follows.
Suppose one has a finite Markov chain, and one wants to speed
up mixing of this Markov chain by lifting it to a bigger space.
Turns out, this is often possible indeed, at least in theory.
We present a construction of an optimal lifting (up to a constant)
This is joint work with F. Chen and L. Lovasz.
