Geometric bounds on the fastest mixing Markov chain

Sam Olesker-Taylor, Luca Zanetti

Research output: Contribution to journalArticlepeer-review

1 Citation (SciVal)

Abstract

In the Fastest Mixing Markov Chain problem, we are given a graph G= (V, E) and desire the discrete-time Markov chain with smallest mixing time τ subject to having equilibrium distribution uniform on V and non-zero transition probabilities only across edges of the graph. It is well-known that the mixing time τ RW of the lazy random walk on G is characterised by the edge conductance Φ of G via Cheeger’s inequality: Φ - 1≲ τ RW≲ Φ - 2log | V| . Analogously, we characterise the fastest mixing time τ via a Cheeger-type inequality but for a different geometric quantity, namely the vertex conductance Ψ of G: Ψ - 1≲ τ ≲ Ψ - 2(log | V|) 2 . This characterisation forbids fast mixing for graphs with small vertex conductance. To bypass this fundamental barrier, we consider Markov chains on G with equilibrium distribution which need not be uniform, but rather only ε -close to uniform in total variation. We show that it is always possible to construct such a chain with mixing time τ≲ ε - 1(diam G) 2log | V| . Finally, we discuss analogous questions for continuous-time and time-inhomogeneous chains.

Original languageEnglish
Pages (from-to)1017-1062
Number of pages46
JournalProbability Theory and Related Fields
Volume188
Issue number3-4
Early online date30 Jan 2024
DOIs
Publication statusPublished - 1 Apr 2024

Funding

Olesker-Taylor was supported by EPSRC Grant No. (EP/N004566/1).

FundersFunder number
Engineering and Physical Sciences Research CouncilEP/N004566/1

Keywords

  • 05C81
  • 60J10
  • 60J20
  • 60J27
  • Conductance
  • Fastest mixing Markov chain
  • Mixing time
  • Random walks

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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