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math.OC2017★ 4 cited
Lifting Markov Chains To Mix Faster: Limits and Opportunities
Simon Apers, Francesco Ticozzi, Alain Sarlette
Lifted Markov chains are Markov chains on graphs with added local "memory" and can be used to mix towards a target distribution faster than their memoryless counterparts. Upper and…
math.OC2009
On the convergence of an efficient algorithm for Kullback-Leibler approximation of spectral densities
Augusto Ferrante, Federico Ramponi, Francesco Ticozzi
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approxi…