Monte carlo markov chains constrained on graphs for a target with disconnected support

HIGHLIGHTS

  • who: Roy Cerqueti and Emilio De Santis from the University of Rome, Department of Social and Economic SciencesPiazzale Aldo Moro, , Rome, Italy have published the research: Monte Carlo Markov chains constrained on graphs for a target with disconnected support, in the Journal: (JOURNAL)
  • what: The analysis focuses on the relevant case of support of the target distribution not connected in the graph. More precisely the authors aim at constructing a reversible Markov chain X=(X(t): t ∈ N) with the following properties: X is consistent with the graph G and t-1 1 1{X . . .

     

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