12 citations · 59 across the 18 of their papers we have counts for
Showing 2018 · math.PRShow all
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math.PR2018★ 2 cited
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
Michael C. H. Choi, Lu-Jing Huang
Given a target distribution and a proposal chain with generator on a finite state space, in this paper we study two types of Metropolis-Hastings (MH) generator a…
math.PR2018
Hitting time, access time and optimal transport on graphs
Michael C. H. Choi
Given a discrete source distribution and discrete target distribution on a common finite state space , we are tasked with transporting to using a given…
math.PR2018★ 2 cited
Velocity formulae between entropy and hitting time for Markov chains
Michael C. H. Choi
In the absence of acceleration, the velocity formula gives "distance travelled equals speed multiplied by time". For a broad class of Markov chains such as circulant Markov chains…