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- W4387521209 abstract "The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi[PS2015] and Oliveira[Oli2012], the authors show that the mixing times and worst-case hitting times of reversible Markov chains on finite state spaces are equal up to some universal multiplicative constant. We use tools from nonstandard analysis to extend this result to reversible Markov chains on general state spaces that satisfy the strong Feller property. Finally, we show that this asymptotic equivalence can be used to find bounds on the mixing times of a large class of Markov chains used in MCMC, such as typical Gibbs samplers and Metroplis-Hastings chains, even though they usually do not satisfy the strong Feller property." @default.
- W4387521209 created "2023-10-12" @default.
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- W4387521209 date "2018-10-14" @default.
- W4387521209 modified "2023-10-12" @default.
- W4387521209 title "Mixing Times and Hitting Times for General Markov Processes" @default.
- W4387521209 doi "https://doi.org/10.48550/arxiv.1810.06087" @default.
- W4387521209 hasPublicationYear "2018" @default.
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