Analysis of a nonreversible Markov chain sampler

Annals of Applied Probability

Volumn 10, Issue 3, 2000, Pages 726-752

  Diaconis, Persi ^a   Holmes, Susan ^a,b   Neal, Radford M ^c  

^a STANFORD UNIVERSITY   (United States)

^b CEMAGREF   (France)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

Markov chain Monte Carlo; Metropolis algorithm; Nonreversible Markov chain

Indexed keywords

EID: 0034346693     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1019487508     Document Type: Article

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