Ordering Monte Carlo Markov Chains

by Antonietta Mira and Charles J. Geyer
Technical Report No. 632
School of Statistics
University of Minnesota
April, 6 1999

Abstract

Markov chains having the same stationary distribution pi can be partially ordered by performance in the central limit theorem. We say that one chain is at least as good as another in the efficiency partial ordering if the variance in the central limit theorem is at least as small for every L2(pi) functional of the chain. Peskun partial ordering implies efficiency partial ordering (Peskun, 1973; Tierney, 1995).

Here we show that Peskun partial ordering implies, for finite state spaces, ordering of all the eigenvalues of the transition matrices, and, for general state spaces, ordering of the suprema of the spectra of the transition operators. We also define a covariance partial ordering based on lag one autocovariances and show that it is equivalent to the efficiency partial ordering when restricted to reversible Markov chains. Similar but weaker results are provided for non-reversible Markov chains.

References

1
P. H. Peskun (1973). Optimum Monte Carlo sampling using Markov chains. Biometrika, 60:607-612.

2
L. Tierney (1995). A Note on Metropolis-Hastings kernels for general state spaces. Technical Report 606, U. of Minnesota.

Download the complete PostScript technical report as