Analysis of a nonreversible Markov chain sampler.

DOI10.1214/aoap/1019487508zbMath1083.60516OpenAlexW2090251478WikidataQ58803823 ScholiaQ58803823MaRDI QIDQ1872496

Radford M. Neal, Persi Diaconis, Susan P. Holmes

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoap/1019487508

zbMATH Keywords

Markov chain Monte CarloMetropolis algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

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