On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling

Ting-Li Chen, Wei-Kuo Chen, Chii-Ruey Hwang, Hui-Ming Pai. On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling. SIAM J. Control and Optimization, 50(5):2743-2762, 2012. [doi]

Abstract

Abstract is missing.