Michael C. H. Choi

activity

20232026

most citedInformation divergences of Markov chains and their applications

1 citations · 1 across the 9 of their papers we have counts for

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8 papers · 1 filter

math.PR2026

On additive averaging kernels for finite Markov chains

Ryan J. Y. Lim, Michael C. H. Choi

We study additive mixtures of Markov kernels of the form $A_{α} = α P + (1 - α) G$ , where $α \in [0, 1]$ , $P$ is a baseline sampler and $G$ is a Gibbs kernel induced by a partition of the s…

math.PR2026

Optimising two-block averaging kernels to speed up Markov chains

Ryan J. Y. Lim, Michael C. H. Choi

We study the problem of selecting optimal two-block partitions to accelerate the mixing of finite Markov chains under group-averaging transformations. The main objectives considere…

math.PR2025

Group-averaged Markov chains II: tuning of group action in finite state space

Michael C. H. Choi, Ryan J. Y. Lim, Youjia Wang

We study group-averaged Markov chains obtained by augmenting a $π$ -stationary kernel $P$ with orbit kernels induced by a group action. We analyse the Gibbs ( $G$ ), Metropolis--Hasti…

math.PR2025

Group-averaged Markov chains: mixing improvement

Michael C. H. Choi, Youjia Wang

For Markov kernels $P$ on a general state space $X$ , we introduce a new class of averaged Markov kernels $P_{d a} (G, ν)$ of $P$ induced by a group $G$ that acts on $\mathca…

math.PR2024

Improving the convergence of Markov chains via permutations and projections

Michael C. H. Choi, Max Hird, Youjia Wang

This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Ma…

math.PR2024

Information-theoretic classification of the cutoff phenomenon in Markov processes

Youjia Wang, Michael C. H. Choi

We investigate the cutoff phenomenon for Markov processes under information divergences such as $f$ -divergences and Rényi divergences. We classify most common divergences into four…

math.PR2024

Geometry and factorization of multivariate Markov chains with applications to MCMC acceleration and approximate inference

Michael C. H. Choi, Youjia Wang, Geoffrey Wolfer

This paper analyzes the factorizability and geometry of transition matrices of multivariate Markov chains. Specifically, we demonstrate that the induced chains on factors of a prod…

math.PR2023

Markov chain entropy games and the geometry of their Nash equilibria

Michael C. H. Choi, Geoffrey Wolfer

We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$ , a finite collection $B$ of Markov generators (or its…