Non-reversible Metropolis-Hastings
Work
Year: 2015
Type: article
Abstract: The classical Metropolis-Hastings (MH) algorithm can be extended to generate non-reversible Markov chains. This is achieved by means of a modification of the acceptance probability, using the notion o... more
Source: Statistics and Computing
Author Joris Bierkens
Institution University of Warwick
Cites: 35
Cited by: 69
Related to: 10
FWCI: 6.11
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: hybrid
APC paid (est): $2,690
Grant IDS EP/D002060/1, FP7-ICT-270327