Timeline for Markov chain Monte Carlo: why is non-reversible MC MC not as popular?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 26, 2014 at 15:26 | vote | accept | Chee | ||
| Aug 26, 2014 at 15:26 | vote | accept | Chee | ||
| Aug 26, 2014 at 15:26 | |||||
| Aug 26, 2014 at 8:44 | comment | added | guest | I think the idea of sampling from an "unknown distribution" is inaccurate. You must know enough about the distribution to construct a MC with that distribution as its invariant distribution. Often there are natural ways to construct a reversible chain with a "difficult to analyze directly" invariant distribution. For more general chains getting the right invariant distribution is problematic. | |
| Aug 26, 2014 at 5:53 | answer | added | John Jiang | timeline score: 10 | |
| Aug 26, 2014 at 2:48 | history | asked | Chee | CC BY-SA 3.0 |