Abstract
In Turitsyn, Chertkov and Vucelja [Phys. D 240 (2011) 410–414] a nonreversible Markov Chain Monte Carlo (MCMC) method on an augmented state space was introduced, here referred to as Lifted Metropolis–Hastings (LMH). A scaling limit of the magnetization process in the Curie–Weiss model is derived for LMH, as well as for Metropolis–Hastings (MH). The required jump rate in the high (supercritical) temperature regime equals
Citation
Joris Bierkens. Gareth Roberts. "A piecewise deterministic scaling limit of lifted Metropolis–Hastings in the Curie–Weiss model." Ann. Appl. Probab. 27 (2) 846 - 882, April 2017. https://doi.org/10.1214/16-AAP1217
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