Non-reversible guided Metropolis kernel (Q6116753)

scientific article; zbMATH DE number 7727561

Language	Label	Description	Also known as
English	Non-reversible guided Metropolis kernel	scientific article; zbMATH DE number 7727561

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instance of

scholarly article

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title

Non-reversible guided Metropolis kernel (English)

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Journal of Applied Probability

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publication date

16 August 2023

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full work available at URL

https://arxiv.org/abs/2005.05584

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zbMATH Keywords

Markov chain Monte Carlo

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reversibility

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Haar measure

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Bayesian inference

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MaRDI profile type

MaRDI publication profile

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cites work

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Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)

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Optimal tuning of the hybrid Monte Carlo algorithm

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MCMC METHODS FOR DIFFUSION BRIDGES

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Non-reversible Metropolis-Hastings

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The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data

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The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method

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Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation

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Analysis of a nonreversible Markov chain sampler.

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Multivariate T-Distributions and Their Applications

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Gamma processes

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Hug and hop: a discrete-time, nonreversible Markov chain Monte Carlo algorithm

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A function space HMC algorithm with second order Langevin diffusion limit

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Exponential convergence of Langevin distributions and their discrete approximations

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Geometric L2 and L1 convergence are equivalent for reversible Markov chains

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A discrete bouncy particle sampler

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Identifiers

zbMATH Open document ID

1520.65004

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arXiv ID

2005.05584

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6116753