Content area

Abstract

We present the software library marathon, which is designed to support the analysis of sampling algorithms that are based on the Markov-Chain Monte Carlo principle. The main application of this library is the computation of properties of so-called state graphs, which represent the structure of Markov chains. We demonstrate applications and the usefulness of marathon by investigating the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graphs. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is often several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time.

Details

1009240
Company / organization
Title
Marathon: An Open Source Software Library for the Analysis of Markov-Chain Monte Carlo Algorithms
Publication title
PLoS One; San Francisco
Volume
11
Issue
1
First page
e0147935
Publication year
2016
Publication date
Jan 2016
Section
Research Article
Publisher
Public Library of Science
Place of publication
San Francisco
Country of publication
United States
e-ISSN
19326203
Source type
Scholarly Journal
Language of publication
English
Document type
Journal Article
ProQuest document ID
1761243182
Document URL
https://www.proquest.com/scholarly-journals/marathon-open-source-software-library-analysis/docview/1761243182/se-2?accountid=208611
Copyright
© 2016 Rechner, Berger. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-10-03
Database
ProQuest One Academic