About relaxation time of finite generalized metropolis algorithms

被引:0
作者
Miclo, L
机构
关键词
generalized Metropolis algorithm at low temperature; critical rate for relaxation times; Dobrushin's coefficient and coupling; spectral gaps and singular values; classical or modified logarithmic Sobolev inequalities; delaying effect for ergodic constants; simulated annealing;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In 1999 Catoni determined the critical rate H-3 for the relaxation time of generalized Metropolis algorithms, models for which the speed of convergence to equilibrium can be strongly influenced by the effects of a possible almost periodicity. We recover this result with the help of Dobrushin's coefficient and give characterizations of H-3 in terms of other ergodic constants. In particular, we prove that it also governs the large deviation behavior of the singular gap for a sufficiently large but finite number of iterations of the underlying kernel at low temperature.
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页码:1492 / 1515
页数:24
相关论文
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