Symmetry analysis of reversible markov chains (2005)
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| Venue: | Internet Mathematics |
| Citations: | 24 - 8 self |
BibTeX
@ARTICLE{Boyd05symmetryanalysis,
author = {Stephen Boyd and Persi Diaconis and Pablo Parrilo and Lin Xiao},
title = {Symmetry analysis of reversible markov chains},
journal = {Internet Mathematics},
year = {2005},
volume = {2},
pages = {31--71}
}
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Abstract
We show how to use subgroups of the symmetry group of a reversible Markov chain to give useful bounds on eigenvalues and their multiplicity. We supplement classical representation theoretic tools involving a group commuting with a self-adjoint operator with criteria for an eigenvector to descend to an orbit graph. As examples, we show that the Metropolis construction can dominate a max-degree construction by an arbitrary amount and that, in turn, the fastest mixing Markov chain can dominate the Metropolis construction by an arbitrary amount. 1







