Probability & Statistics Seminar

Dirichlet Principle for Non-reversible Markov Chains

  • 演讲者:YONGHUA MAO (北京师范大学)

  • 时间:2017-10-19 14:00-14:50

  • 地点:慧园3栋 415报告厅

In this talk, I will show that how Dirichlet principle works for non-reversible Markov chain, which indicates that the non-reversible Markov chain is better than its reversible one.