On the accept–reject mechanism for Metropolis–Hastings algorithms
Work
Year: 2023
Type: article
Abstract: This work develops a powerful and versatile framework for determining acceptance ratios in Metropolis–Hastings-type Markov kernels widely used in statistical sampling problems. Our approach allows us ... more
Institutions Tulane University, Virginia Tech, Drexel University
Cites: 83
Cited by: 3
Related to: 10
FWCI: 0.856
Citation percentile (by year/subfield): 47.11
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: green