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...

Full description

Bibliographic Details
Main Authors: Xiao, Lin (Author), Diaconis, Persi (Author), Boyd, Stephen P. (Author), Parrilo, Pablo A. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Society for Industrial and Applied Mathematics, 2010-03-09T20:26:42Z.
Subjects:
Article
Online Access:Get fulltext

Internet

Get fulltext

Similar Items