45 min
Weak Poincaré Inequalities and Mixing from Non-Worst-Case Initializations
Probability Theory, Computational Statistics and seminar by Amit Rajaraman, MIT
Friday 11:40 Los Angeles (GMT-7)
Recording available
Berkeley, United States
Recording
Abstract
A Markov chain can sample effectively from a random or data-informed start even when worst-case initialization mixes slowly. This talk uses weak Poincaré inequalities to analyse that regime, with applications to simulated annealing for spherical spin glasses and to mixtures of log-concave distributions.
Topics
Markov chainweak Poincaré inequalitiessimulated annealingspherical spin glasseslog-concave distributions