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Weak Poincaré Inequalities and Mixing from Non-Worst-Case Initializations

Friday 11:40 Los Angeles (GMT-7)

Recording available

Berkeley, United States
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Recording

45 min

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