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• W2912754222 abstract "From basic considerations of the Lie group that preserves a target probability measure, we derive the Barker, Metropolis, and ensemble Markov chain Monte Carlo (MCMC) algorithms, as well as variants of waste-recycling Metropolis-Hastings and an altogether new MCMC algorithm. We illustrate these constructions with explicit numerical computations, and we empirically demonstrate on a spin glass that the new algorithm converges more quickly than its siblings." @default.
• W2912754222 created "2019-02-21" @default.
• W2912754222 creator A5077962548 @default.
• W2912754222 date "2019-01-24" @default.
• W2912754222 modified "2023-09-27" @default.
• W2912754222 title "Fast Markov Chain Monte Carlo Algorithms via Lie Groups" @default.
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• W2912754222 hasPublicationYear "2019" @default.
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