Theoretical analysis demonstrates accelerated convergence in finite Markov chains via additive averaging kernels, highlighting optimal trade-offs between local exploration and global averaging.
We study additive mixtures of Markov kernels of the form A_α = α P + (1-α )G A α = α P + ( 1 - α ) G , where α ∈ [0,1] α ∈ [ 0 , 1 ] , P is a baseline sampler and G is a Gibbs kernel induced by a partition of the state space. We first motivate the study of A_α A α , which can be interpreted as the projection of a lifted Markov chain. We then consider the minimisation of distance to stationarity under two objectives: the squared Frobenius norm and the Kullback–Leibler (KL) divergence. For the Frobenius objective, we derive explicit trace formulae and identify a Cheeger-type functional that characterises optimal two-block partitions. This yields a structured combinatorial optimisation problem admitting a difference-of-submodular decomposition, enabling efficient approximation via majorisation–minimisation. We also obtain geometric decay rates governed by the absolute spectral gap of P . For the KL divergence, we establish convexity-based bounds showing that the divergence of A_α A α is controlled by those of both P and G , thereby reducing partition selection to the Gibbs component. Numerical experiments on the Curie–Weiss model demonstrate that suitable choice of both the partition and the parameter α α can significantly accelerate convergence in total variation distance. We observe a consistent trade-off between local exploration and global averaging, with intermediate values of α α achieving the best performance across regimes.
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Lim et al. (2026) studied this question.
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