Quenched phantom distribution functions for Markov chains
نویسندگان
چکیده
منابع مشابه
Markov Chains , Coupling , Stationary Distribution
In this lecture, we will introduce Markov chains and show a potential algorithmic use of Markov chains for sampling from complex distributions. For a finite state space Ω, we say a sequence of random variables (Xt) on Ω is a Markov chain if the sequence is Markovian in the following sense, for all t, all x0, . . . , xt, y ∈ Ω, we require Pr(Xt+1 = y|X0 = x0, X1 = x1, . . . , Xt = xt) = Pr(Xt+1 ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2018
ISSN: 0167-7152
DOI: 10.1016/j.spl.2018.01.009