Authors
Persi Diaconis, Susan Holmes, Radford M Neal
Publication date
2000/8/1
Journal
Annals of Applied Probability
Pages
726-752
Publisher
Institute of Mathematical Statistics
Description
We analyze the convergence to stationarity of a simple nonreversible Markov chain that serves as a model for several nonreversible Markov chain sampling methods that are used in practice. Our theoretical and numerical results show that nonreversibility can indeed lead to improvements over the diffusive behavior of simple Markov chain sampling schemes. The analysis uses both probabilistic techniques and an explicit diagonalization.
Total citations
1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202443313326961171013161213192126193522273426
Scholar articles
P Diaconis, S Holmes, RM Neal - Annals of Applied Probability, 2000