FASTEST MIXING MARKOV CHAIN ON GRAPHS WITH SYMMETRIES

FASTEST MIXING MARKOV CHAIN ON GRAPHS WITH SYMMETRIES

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition probability matrix). Exploiting symmetry can lead to significant...

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Bibliographic Details
Main Authors: Xiao, Lin, Diaconis, Persi, Boyd, Stephen P., Parrilo, Pablo A.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2010
Online Access:http://hdl.handle.net/1721.1/52441
https://orcid.org/0000-0003-1132-8477

Internet

http://hdl.handle.net/1721.1/52441
https://orcid.org/0000-0003-1132-8477

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