On Hitting Time, Mixing Time and Geometric Interpretations of Metropolis-Hastings Reversiblizations

Choi, MCH; Huang, LJ

Choi, MCH (corresponding author), Chinese Univ Hong Kong, Inst Data & Decis Analyt, Shenzhen 518172, Guangdong, Peoples R China.

JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (2): 1144

Abstract

Given a target distribution mu and a proposal chain with generator Q on a finite state space, in this paper, we study two types of Metropolis-Hastings......

Full Text Link