We discuss a non-reversible, lifted Markov-chain Monte Carlo (MCMC) algorithm for particle systems in which the direction of proposed displacements is changed deterministically. This sweeps through directions analogously to popular MCMC sweep methods or spin indices. Direction-sweep can be applied wide range original reversible non-reversible Markov chains, such as Metropolis event-chain algori...

investors use different approaches to select optimal portfolio. so, optimal investment choices according to return can be interpreted in different models. the traditional approach to allocate portfolio selection called a mean - variance explains. another approach is markov chain. markov chain is a random process without memory. this means that the conditional probability distribution of the nex...