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math.PR2014★ 1 cited
A Lower Bound on the Mixing Time of Uniformly Ergodic Markov Chains in Terms of the Spectral Radius
Dawn B. Woodard
We give a bound on the mixing time of a uniformly ergodic, reversible Markov chain in terms of the spectral radius of the transition operator. This bound has been established previ…
math.PR2009★ 96 cited
Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
Dawn B. Woodard, Scott C. Schmidler, Mark Huber
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal…