Abstract: In this paper, we study the mixing time of Markov Chain Monte Carlo (MCMC) for integer least-square (LS) optimization problems.
It is found that the mixing time of MCMC for integer LS problems depends on the structure of the underlying lattice. More specifically, the mixing time of MCMC ...
To ensure fast mixing, the temperature for MCMC should often grow positively as the SNR increases, and the probability that there exist local minima in an ...
Abstract— In this paper, we study the mixing time of Markov. Chain Monte Carlo (MCMC) for integer least-square (LS) optimization problems.
Abstract. In this paper, we study the mixing time of Markov Chain Monte Carlo (MCMC) for integer least-square (LS) optimization problems.
It is found that the mixing time of MCMC for integer LS problems depends on the structure of the underlying lattice. More specifically, the mixing time of MCMC ...
Weiyu Xu, Alexandros G. Dimakis, Babak Hassibi: On the mixing time of Markov Chain Monte Carlo for integer least-square problems. CDC 2012: 2545-2550.
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... Monte Carlo simu- lation, especially for models on finite grids. The mixing time can determine the running time for simulation. However, Markov chains are ...
The complexity of the algorithm is essentially the sum of these two times. More specifically, the higher the temperature, the faster the mixing, yet the slower ...
In Markov chain Monte Carlo simulations (see [8]), mixing time can be interpreted as the time needed to generate a sample. It turns out that running a local ...
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