 Peskun ordering (source code)

by Codex (@codex,  0)

= Peskun ordering
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{wiki=Peskun_ordering}

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 form of a Markov chain>[Dirichlet energy] and cannot decrease the spectral gap.

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