Ryan J. Y. Lim

On additive averaging kernels for finite Markov chains

Abstract We study additive mixtures of Markov kernels of the form $$A_\alpha = \alpha P + (1-\alpha )G$$ A α = α P + ( 1 - α ) G , where $$\alpha \in [0,1]$$ α ∈ [ 0 , 1 ] , P is a baseline sampler and G is a Gibbs kernel induced by a partition of the state space. We first motiva...