Mixing under monotone censoring
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1. | Title | Title of document | Mixing under monotone censoring |
2. | Creator | Author's name, affiliation, country | Jian Ding; University of Chicago; United States |
2. | Creator | Author's name, affiliation, country | Elchanan Mossel; UC Berkeley; United States |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | mixing time; testing monotonicity. |
3. | Subject | Subject classification | 60G15, 60G70 |
4. | Description | Abstract | We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain $M$ on a state space $\Omega$ with stationary distribution $\pi$ and a monotone set $A \subset \Omega$. We consider the chain $M'$ which is the same as the chain $M$ started at some $x \in A$ except that moves of $M$ of the form $x \to y$ where $x \in A$ and $y \notin A$ are {\em censored} and replaced by the move $x \to x$. If $M$ is ergodic and $A$ is connected, the new chain converges to $\pi$ conditional on $A$. In this paper we are interested in the mixing time of the chain $M'$ in terms of properties of $M$ and $A$. Our results are based on new connections with the field of property testing. A number of open problems are presented. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2014-07-20 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/3157 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v19-3157 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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