Couplings for Metropolized Non-Reversible MCMC
In a highly cited paper, Diaconis et al, (2000) lifted the symmetric random walk on the discrete circle by adding an auxiliary velocity variable that is flipped in each step … Read More
In a highly cited paper, Diaconis et al, (2000) lifted the symmetric random walk on the discrete circle by adding an auxiliary velocity variable that is flipped in each step … Read More