On the accept-reject mechanism for Metropolis-Hastings algorithms

DOI10.1214/23-aap1948arXiv2011.04493OpenAlexW3098213787MaRDI QIDQ6139681

Cecilia F. Mondaini, Nathan E. Glatt-Holtz, Justin Krometis

Publication date: 19 January 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04493

zbMATH Keywords

Hamiltonian Monte Carlo Markov chain Monte Carlo (MCMC) algorithms Metropolis-Hastings algorithms, sampling on abstract state spaces surrogate trajectory methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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