On the convergence of the Metropolis algorithm with fixed-order updates for multivariate binary probability distributions

no code implementations • 26 Jun 2020 • Kai Brügge, Asja Fischer, Christian Igel

We propose a modified Metropolis transition operator that behaves almost always identically to the standard Metropolis operator and prove that it ensures irreducibility and convergence to the limiting distribution in the multivariate binary case with fixed-order updates.