Lecture

Spectral Gap in Markov Chains

In course

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Description

This lecture covers the concept of spectral gap in Markov chains, focusing on the relationship between the spectral gap and the convergence speed of the chain. The instructor explains how the spectral gap is calculated and its significance in determining the convergence rate. Various examples and mathematical derivations are provided to illustrate the impact of the spectral gap on the convergence behavior of Markov chains.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_zexkgn9j

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