Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
We propose an exact technique to calculate lower bounds of spectral gaps of discrete time reversible Markov chains on finite state sets. Spectral gaps are a common tool for evaluating convergence rates of Markov chains. As an illustration, we successfully use this technique to evaluate the ``absorption time'' of the …