Non-reversible guided Metropolis kernel

Kamatani, K; Song, XL

Kamatani, K (通讯作者),Inst Stat Math, 10-3 Midori Cho, Tachikawa, Tokyo 1908562, Japan.

JOURNAL OF APPLIED PROBABILITY, 2023; 60 (3): 955

Abstract

We construct a class of non-reversible Metropolis kernels as a multivariate extension of the guided-walk kernel proposed by Gustafson (Statist. Comput......

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