BH

B.S.P. Herben

1 records found

Efficient stochastic simulation on discrete spaces

Using balancing functions to incorporate local target density information into Markov Chain Monte Carlo sampling schemes

The breadth of theoretical results on efficient Markov Chain Monte Carlo (MCMC) sampling schemes on discrete spaces is slim when compared to the available theory for MCMC sampling schemes on continuous spaces. Nonetheless, in [Zan17] a simple framework to design Metropolis-Hastin ...