Analysis of a nonreversible Markov chain sampler
نویسندگان
چکیده
منابع مشابه
Analysis of a Nonreversible Markov Chain Sampler
We analyze the convergence to stationarity of a simple nonreversible Markov chain that serves as a model for several nonreversible Markov chain sampling methods that are used in practice. Our theoretical and numerical results show that nonreversibility can indeed lead to improvements over the diffusive behavior of simple Markov chain sampling schemes. The analysis uses both probabilistic techni...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2000
ISSN: 1050-5164
DOI: 10.1214/aoap/1019487508