Sampling Unnormalized Probabilities: An Alternative to the Metropolis--Hastings Algorithm

DOI10.1137/130922549zbMath1296.65006OpenAlexW2010982255MaRDI QIDQ2874992

Stephen G. Walker

Publication date: 13 August 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130922549

zbMATH Keywords

Markov chain Monte Carlo methodMetropolis-Hastings algorithmgraphical examplesdetailed balanceunnormalized probabilities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Augmented simulation methods for discrete stochastic optimization with recourse ⋮ A latent slice sampling algorithm ⋮ Latent uniform samplers on multivariate binary spaces

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