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Dirichlet Principle for Non-reversible Markov Chains

  • Speaker: YONGHUA MAO (Beijing Normal University)

  • Time: Oct 19, 2017, 14:00-14:50

  • Location: Conference Room 415, Wisdom Valley 3#

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.


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