A Geometric Interpretation of the Metropolis-Hastings Algorithm
Billera, Louis J. ; Diaconis, Persi
Statist. Sci., Tome 16 (2001) no. 2, p. 335-339 / Harvested from Project Euclid
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The Metropolis–Hastings algorithm transforms a given stochastic matrix into a reversible stochastic matrix with a prescribed stationary distribution. We show that this transformation gives the minimum distance solution in an $L^1$ metric.
Publié le : 2001-11-14
Classification:  
@article{1015346318,
     author = {Billera, Louis J. and Diaconis, Persi},
     title = {A Geometric Interpretation of the Metropolis-Hastings
 Algorithm},
     journal = {Statist. Sci.},
     volume = {16},
     number = {2},
     year = {2001},
     pages = { 335-339},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015346318}
}

Billera, Louis J.; Diaconis, Persi. A Geometric Interpretation of the Metropolis-Hastings
 Algorithm. Statist. Sci., Tome 16 (2001) no. 2, pp.  335-339. http://gdmltest.u-ga.fr/item/1015346318/