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Geometric Allocation Approach for Transition Kernel of Markov Chain
Markov chain Transition kernel Geometric allocation Reversibility
2011/7/28
Abstract: We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant ...
Geometric Allocation Approach for Transition Kernel of Markov Chain
Markov chain, Transition kernel, Geometric allocation, Detailed balance, Reversibility
2011/9/14
We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases,whic...