The Annals of Statistics, Vol. 41, No. 2 (April 2013), pp. 870-896 (27 pages) We introduce a three-parameter random walk with reinforcement, called the (θ, α, β) scheme, which generalizes the linearly ...
A common tool in the practice of Markov chain Monte Carlo (MCMC) is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or is intractable. A ...