Balázs Gerencsér
Balázs Gerencsér
Assistant Professor
Contact details
Address
1117 Budapest, Pázmány Péter sétány 1/c.
Room
3-415
Phone/Extension
8529
Links
  • 1. Natural sciences
    • 1.1 Mathematics
      • Statistics and probability
Markov chain mixing time analysis

The investigation of Markov chains is a remarkable research area due to the simplicity of the basic concepts and the wide range of successful applications. A key question is efficiency, which is quantified by the mixing time, through the decrease of total variation distance to stationarity.

A typical setup in Markov chain Monte Carlo problems is that there is an a priori given stationary distribution to be attained and a graph defining the set of feasible moves, then the systematic design of Markov chains satisfying the this structural constraints with low mixing time is an additional challenge.