Ryan J. Y. Lim

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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…