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Showing 1 to 1 of 1 for “"Unbiased PNS"”.
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Rejection-Free and Partial Neighbor Search MCMC Algorithms
The Metropolis algorithm involves producing a Markov chain to converge in distribution to a specified target density $\pi$. To improve its efficiency, we can use the Rejection-Free version of the Metropolis algorithm, which avoids the inefficiency of rejections by evaluating all neighbors. …