Monte Carlo Markov chains constrained on graphs for a target with disconnected support (Q2168087)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Markov chains constrained on graphs for a target with disconnected support |
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Monte Carlo Markov chains constrained on graphs for a target with disconnected support (English)
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31 August 2022
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The article deals with the Monte Carlo Markov chain problem on a connected graph, where the target distribution has not connected support in the graph. In particular, some Markov chains are constructed whose empirical distributions converge to such a target distribution as time tends to infinity. At the same time, the rate of convergence is also discussed.
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Markov chain Monte Carlo
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graphs
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convergence of probability distributions
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