Search Results for author: David A. Levin

Found 1 papers, 0 papers with code

Mixing time estimation in reversible Markov chains from a single sample path

no code implementations NeurIPS 2015 Daniel Hsu, Aryeh Kontorovich, David A. Levin, Yuval Peres, Csaba Szepesvári

The interval is constructed around the relaxation time $t_{\text{relax}} = 1/\gamma$, which is strongly related to the mixing time, and the width of the interval converges to zero roughly at a $1/\sqrt{n}$ rate, where $n$ is the length of the sample path.

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