Regeneration-enriched Markov processes with application to Monte Carlo
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution as their invariant measures, thus making them amenable for us...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2021
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