detalle del documento
IDENTIFICACIÓN

oai:arXiv.org:2410.12721

Tema
Mathematics - Probability Computer Science - Information The...
Autor
Mithal, Deven Orecchia, Lorenzo
Categoría

Computer Science

Año

2024

fecha de cotización

23/10/2024

Palabras clave
probability half-steps duality chains
Métrico

Resumen

We realize the half-steps of a general class of Markov chains as alternating projections with respect to the reverse Kullback-Leibler divergence between sets of joint probability distributions which admit an information geometrical property known as autoparallelism.

We exhibit both a weak and strong duality between the Markov chains defined by the even and odd half-steps of the alternating projection scheme, which manifests as an equivalence of entropy decay statement regarding the chains, with a precise characterization of the entropy decrease at each half-step.

We apply this duality to several Markov chains of interest, and obtain either new results or short, alternative proofs for mixing bounds on the dual chain, with the Swendsen-Wang dynamics serving as a key example.

Additionally, we draw parallels between the half-steps of the relevant Markov chains and the Sinkhorn algorithm from the field of entropically regularized optimal transport, which are unified by the perspective of alternating projections with respect to an \alpha-divergence on the probability simplex.

Mithal, Deven,Orecchia, Lorenzo, 2024, Geometry and Duality of Alternating Markov Chains

Documento

Abrir

Compartir

Fuente

Artículos recomendados por ES/IODE IA

Hespi: A pipeline for automatically detecting information from hebarium specimen sheets
science recognition institutional detects text-based text pipeline specimen