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Peskun ordering

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Bayesian statistics Markov chain Monte Carlo
2026-09-28  0 By others on same topic  0 Discussions Create my own version
One Markov kernel dominates another in Peskun ordering when it assigns at least as much transition probability to every measurable set not containing the current state. For reversible kernels this increases Dirichlet energy and cannot decrease the spectral gap.

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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 216 / 3 / e / Solution

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