Dyer, M, Greenhill, C and Ullrich, M (2014) Structure and eigenvalues of heat-bath Markov chains. Linear Algebra and Its Applications, 454. 57 - 71. ISSN 0024-3795
Abstract
We prove that heat-bath chains (which we define in a general setting) have no negative eigenvalues. Two applications of this result are presented: one to single-site heat-bath chains for spin systems and one to a heat-bath Markov chain for sampling contingency tables. Some implications of our main result for the analysis of the mixing time of heat-bath Markov chains are discussed. We also prove an alternative characterisation of heat-bath chains, and consider possible generalisations.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2014, Elsevier. This is an author produced version of a paper published in Linear Algebra and Its Applications. Uploaded in accordance with the publisher's self-archiving policy |
Keywords: | Stochastic matrices; Markov chains; Heat-bath; Eigenvalues; Positive semidefinite |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Computing (Leeds) > Institute for Computational and Systems Science (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 15 Oct 2015 15:00 |
Last Modified: | 24 Oct 2015 11:41 |
Published Version: | http://dx.doi.org/10.1016/j.laa.2014.04.018 |
Status: | Published |
Publisher: | Elsevier |
Identification Number: | 10.1016/j.laa.2014.04.018 |
Related URLs: | |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:89271 |