A geometric interpretation of the Metropolis-Hastings algorithm.

DOI10.1214/ss/1015346318zbMath1127.60310OpenAlexW2133661642MaRDI QIDQ1431212

Persi Diaconis, Billera, Louis J.

Publication date: 27 May 2004

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1015346318

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

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• Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques