Geometric bounds on the fastest mixing Markov chain

Abstract

In the Fastest Mixing Markov Chain problem, we are given a graph G=(V,E)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$G = (V, E)$$\\end{document} and desire the discrete-time Markov chain with smallest mixing time τ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ au $$\\end{document} subject to having equilibrium distribution uniform on V and non-zero transition probabilities only across edges of the graph. It is well-known that the mixing time τRW\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ au _\ extsf {RW}$$\\end{document} of the lazy random walk on G is characterised by the edge conductance Φ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Phi $$\\end{document} of G via Cheeger’s inequality: Φ-1≲τRW≲Φ-2log|V|\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Phi ^{-1} \\lesssim \ au _\ extsf {RW} \\lesssim \\Phi ^{-2} \\log |V|$$\\end{document}. Analogously, we characterise the fastest mixing time τ⋆\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ au ^\\star $$\\end{document} via a Cheeger-type inequality but for a different geometric quantity, namely the vertex conductance Ψ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Psi $$\\end{document} of G: Ψ-1≲τ⋆≲Ψ-2(log|V|)2\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Psi ^{-1} \\lesssim \ au ^\\star \\lesssim \\Psi ^{-2} (\\log |V|)^2$$\\end{document}. This characterisation forbids fast mixing for graphs with small vertex conductance. To bypass this fundamental barrier, we consider Markov chains on G with equilibrium distribution which need not be uniform, but rather only ε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\varepsilon $$\\end{document}-close to uniform in total variation. We show that it is always possible to construct such a chain with mixing time τ≲ε-1(diamG)2log|V|\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ au \\lesssim \\varepsilon ^{-1} ({\ ext {diam}} G)^2 \\log |V|$$\\end{document}. Finally, we discuss analogous questions for continuous-time and time-inhomogeneous chains.