Timeline for When is a stationary measure of a Markov chain "exponentially localized"?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Jun 20, 2023 at 22:56 | vote | accept | Piyush Grover | ||
| Feb 22, 2023 at 18:06 | history | bounty ended | Piyush Grover | ||
| Feb 16, 2023 at 11:31 | comment | added | πr8 | Depends on what sort of scenarios you have in mind. I am most familiar with settings in which the Markov chain i) has 'local' dynamics and ii) mixes quickly; often the combination of these two is sufficient to guarantee that the invariant measure is well-concentrated. | |
| Feb 15, 2023 at 17:10 | comment | added | Piyush Grover | Thanks, I have started going through these papers. They all seem to be in the "class" of the examples similar to the one that I mention in the OP. Are there qualitatively other ways of "certifying/guaranteeing" or even guessing the sparsity of the invariant distribution of a given Markov chain ? | |
| Feb 9, 2023 at 23:42 | history | edited | πr8 | CC BY-SA 4.0 |
added 201 characters in body
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| Feb 9, 2023 at 23:32 | history | answered | πr8 | CC BY-SA 4.0 |