Marathon: An Open Source Software Library for the Analysis of Markov-Chain Monte Carlo Algorithms

محفوظ في:
التفاصيل البيبلوغرافية
الحاوية / القاعدة:PLoS One vol. 11, no. 1 (Jan 2016), p. e0147935
المؤلف الرئيسي: Rechner, Steffen
مؤلفون آخرون: Berger, Annabell
منشور في:
Public Library of Science
الموضوعات:
الوصول للمادة أونلاين:Citation/Abstract
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MARC

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100 1 |a Rechner, Steffen 
245 1 |a Marathon: An Open Source Software Library for the Analysis of Markov-Chain Monte Carlo Algorithms 
260 |b Public Library of Science  |c Jan 2016 
513 |a Journal Article 
520 3 |a We present the software library marathon, which is designed to support the analysis of sampling algorithms that are based on the Markov-Chain Monte Carlo principle. The main application of this library is the computation of properties of so-called state graphs, which represent the structure of Markov chains. We demonstrate applications and the usefulness of marathon by investigating the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graphs. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is often several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time. 
610 4 |a American Mathematical Society 
651 4 |a United States--US 
651 4 |a Germany 
653 |a Monte Carlo simulation 
653 |a Computer programs 
653 |a Applied mathematics 
653 |a Graphs 
653 |a Markov chains 
653 |a Computer science 
653 |a Upper bounds 
653 |a Algorithms 
653 |a Open source software 
653 |a Economic 
653 |a Methods 
653 |a Sampling 
653 |a Libraries 
653 |a Probability distribution 
653 |a Computer simulation 
653 |a Markov analysis 
653 |a Software 
700 1 |a Berger, Annabell 
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