Markov Chain Monte Carlo and Non-Reversible Methods
The bulk of Markov chain Monte Carlo applications make use of reversible chains, relying on the Metropolis-Hastings algorithm or similar methods. While reversible chains have the advantage of being relatively easy to analyze, it has been shown that non-reversible chains may outperform them in variou...
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| Language: | en |
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The University of Arizona.
2012
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| Online Access: | http://hdl.handle.net/10150/244823 |