Fastest mixing Markov chain on a graph

SIAM Review

Volumn 46, Issue 4, 2004, Pages 667-689

  Boyd, Stephen ^a   Diaconis, Persi ^b   Xiao, Lin ^a  

^a Stanford University   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Fast mixing; Markov chains; Second largest eigenvalue modulus; Semidefinite programming; Subgradient method

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; GRADIENT METHODS; GRAPH THEORY; HEURISTIC METHODS; LAGRANGE MULTIPLIERS; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA; NUMERICAL METHODS; OPTIMIZATION; POLYNOMIALS; PROBABILITY DISTRIBUTIONS;

FAST MIXING MARKOV CHAINS; SECOND LARGEST EIGENVALUE MODULUS; SEMIDEFINITE PROGRAMMING; SUBGRADIENT METHOD;

MARKOV PROCESSES;

EID: 11344275321     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036144503423264     Document Type: Article

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