Analysis of a Bose–Einstein Markov chain
The graph of generating sets of an abelian group
A dozen de Finetti-style results in search of a theory
On the spectral analysis of second-order Markov chains
Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators. Nevertheless and even if they are not diagonalizable in general, we study some features of their spectral decompositions and in particular the behavior of the spectral gap under appropriate perturbations is investigated. Our quantitative and qualitative results confirm that the...
Metropolis :
Ceci n’est pas une œuvre de fiction. Cependant, toute ressemblance avec des théorèmes connus serait purement fortuite et le fruit du hasard.
Hit and run as a unifying device
We present a generalization of hit and run algorithms for Markov chain Monte Carlo problems that is ‘equivalent’ to data augmentation and auxiliary variables. These algorithms contain the Gibbs sampler and Swendsen-Wang block spin dynamics as special cases. The unification allows theorems, examples, and heuristics developed in one domain to illuminate parallel domains.
A different construction of gaussian fields from Markov chains : Dirichlet covariances
From shuffling cards to walking around the building: An introduction to modern Markov chain theory.
Random matrices, magic squares and matching polynomials.
Numerical results for the Metropolis algorithm.
Random walks on trees and matchings.
Exchangeable pairs and Poisson approximation.
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