Generating MCMC proposals by randomly rotating the regular simplex

DOI10.1016/j.jmva.2022.105106OpenAlexW3205820926MaRDI QIDQ2111065

Andrew J. Holbrook

Publication date: 23 December 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.06445

zbMATH Keywords

orthogonal groupMarkov chain Monte CarloHaar measureparallel MCMC

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multivariate analysis (62Hxx)

Related Items (1)

A Quantum Parallel Markov Chain Monte Carlo

Uses Software

• pracma
• TensorFlow

Cites Work

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• Generation of Random Orthogonal Matrices
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• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications
• An adaptive Metropolis algorithm

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