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Geometric Allocation Approach for Transition Kernel of Markov Chain
Markov chain Transition kernel Geometric allocation
2011/7/7
We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, whi...
This is an expository paper, focussing on the following scenario. We have two Markov chains, M and M'. By some means, we have obtained a bound on the mixing time of M'. We wish to compare M with M' in...