Rapidly Mixing Markov Chains with Applications in Computer Science and Physics

DOI Bookmark:

http://doi.ieeecomputersociety.org/10.1109/MCSE.2006.30

March/April 2006 (vol. 8 no. 2) pp. 30-41

	This Article
	PURCHASE ARTICLE: $19 PDF HTML IEEE Xplore Subscribers
	Share
	Email this Article to a friend
	Bibliographic References
	ASCII Text BibTex RefWorks Procite/RefMan/Endnote
	Add to:
	Digg Furl Spurl Blink Simpy Google Del.icio.us Y!MyWeb
	Search
	Similar Articles Articles by Dana Randall

	ASCII Text	x
	Dana Randall, "Rapidly Mixing Markov Chains with Applications in Computer Science and Physics," Computing in Science and Engineering, vol. 8, no. 2, pp. 30-41, March/April, 2006.

	BibTex	x
	@article{ 10.1109/MCSE.2006.30, author = {Dana Randall}, title = {Rapidly Mixing Markov Chains with Applications in Computer Science and Physics}, journal ={Computing in Science and Engineering}, volume = {8}, number = {2}, issn = {1521-9615}, year = {2006}, pages = {30-41}, doi = {http://doi.ieeecomputersociety.org/10.1109/MCSE.2006.30}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, }

	RefWorks Procite/RefMan/Endnote	x
	TY - MGZN JO - Computing in Science and Engineering TI - Rapidly Mixing Markov Chains with Applications in Computer Science and Physics IS - 2 SN - 1521-9615 SP30 EP41 EPD - 30-41 A1 - Dana Randall, PY - 2006 KW - Markov processes KW - Monte Carlo simulation KW - analysis of algorithm and problem complexity VL - 8 JA - Computing in Science and Engineering ER -

Dana Randall, Georgia Institute of Technology

Monte Carlo algorithms often depend on Markov chains to sample from very large data sets. A key ingredient in the design of an efficient Markov chain is determining rigorous bounds on how quickly the chain "mixes," or converges, to its stationary distribution. This survey provides an overview of several useful techniques.

Index Terms:

Markov processes, Monte Carlo simulation, analysis of algorithm and problem complexity

Citation:

Dana Randall, "Rapidly Mixing Markov Chains with Applications in Computer Science and Physics," Computing in Science and Engineering, vol. 8, no. 2, pp. 30-41, Mar./Apr. 2006, doi:10.1109/MCSE.2006.30

Peer Review Notice | Give Us Feedback

Usage of this product signifies your acceptance of the Terms of Use.