Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques.
Persi W. Diaconis, Arun Ram · The Michigan Mathematical Journal · 2000
Abstract. We give the first analysis of a systematic scan version of the Metropolis algorithm. Our examples include generating random elements of a Coxeter group with probability determined by the length function. The analysis is based on interpreting Metropolis walks in terms of the multiplication in the Iwahori-Hecke algebra. 1.