Approximate Spectral Gaps for Markov Chain Mixing Times in High Dimensions.
Yves F. AtchadéPublished in: SIAM J. Math. Data Sci. (2021)
Keyphrases
- markov chain
- high dimensions
- high dimensional data
- steady state
- high dimensional
- finite state
- monte carlo method
- transition probabilities
- stationary distribution
- state space
- monte carlo
- random walk
- markov model
- monte carlo simulation
- high dimensional spaces
- transition matrix
- similarity measure
- poor quality
- input data
- image processing
- computer vision