Irreversible samplers from jump and continuous Markov processes
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DOI: 10.1007/s11222-018-9802-x
Abstract: In this paper, we propose irreversible versions of the Metropolis–Hastings (MH) and Metropolis-adjusted Langevin algorithm (MALA) with a main focus on the latter. For the former, we show how one can simply switch between different… read more here.
Keywords: jump continuous; markov processes; samplers jump; irreversible samplers ... See more keywords