Non-reversible guided Metropolis kernel
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DOI: 10.1017/jpr.2022.109
Abstract: We construct a class of non-reversible Metropolis kernels as a multivariate extension of the guided-walk kernel proposed by Gustafson (Statist. Comput.8, 1998). The main idea of our method is to introduce a projection that maps… read more here.
Keywords: metropolis kernel; kernel; reversible guided; guided metropolis ... See more keywords