| dc.contributor.author | Børresen, Torgeir | |
| dc.date.accessioned | 2014-11-05T23:00:06Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | Børresen, Torgeir. The Fastest Mixing Markov Chain. Master thesis, University of Oslo, 2014 | |
| dc.identifier.uri | http://hdl.handle.net/10852/41505 | |
| dc.description.abstract | | nor |
| dc.description.abstract | This report presents a method for finding the Fastest Mixing Markov Chain. This is shown to be formulated as a semidefinite optimization problem, and solves this via a subgradient method as well as analytically. This report also includes a rich description of the prerequisites, theory, examples and discussions to provide intuition for the FMMC problem. We remark that Fastest Mixing does not necessarily imply fast mixing. | eng |
| dc.language.iso | nor | |
| dc.subject | Markov | |
| dc.subject | Chain | |
| dc.subject | Monte | |
| dc.subject | Carlo | |
| dc.subject | semidefinite | |
| dc.subject | optimization | |
| dc.subject | numerical | |
| dc.subject | eigenvalue | |
| dc.subject | problems | |
| dc.title | The Fastest Mixing Markov Chain | nor |
| dc.title | The Fastest Mixing Markov Chain | eng |
| dc.type | Master thesis | |
| dc.date.updated | 2014-11-05T23:00:05Z | |
| dc.creator.author | Børresen, Torgeir | |
| dc.date.embargoenddate | 3014-05-26 | |
| dc.rights.terms | Dette dokumentet er ikke elektronisk tilgjengelig etter ønske fra forfatter. Tilgangskode/Access code A | |
| dc.identifier.urn | URN:NBN:no-46014 | |
| dc.type.document | Masteroppgave | |
| dc.rights.accessrights | closedaccess | |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/41505/1/ThesisTorgeirBrresen.pdf | |