UniversityAnalysis of a Non - Reversible Markov Chain SamplerPersi
نویسندگان
چکیده
We analyse the convergence to stationarity of a simple non-reversible Markov chain that serves as a model for several non-reversible Markov chain sampling methods that are used in practice. Our theoretical and numerical results show that non-reversibility can indeed lead to improvements over the diiusive behavior of simple Markov chain sampling schemes. The analysis uses both probabilistic techniques and an explicit diagonalisation.
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تاریخ انتشار 1997