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Rapid mixing and Markov bases

12 May 2015
Tobias Windisch
ArXiv (abs)PDFHTML
Abstract

The mixing behaviour of random walks on lattice points of polytopes using Markov bases is examined. It is shown that under a dilation of the underlying polytope, these random walks do not mix rapidly when a fixed Markov basis is used. We also show that this phenomenon does not disappear after adding more moves to the Markov basis. Avoiding rejections by sampling applicable moves does also not lead to an asymptotic improvement. As a way out, a method of how to adapt Markov bases in order to achieve the fastest mixing behaviour is introduced.

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