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 ...

Consider a stochastic process X on a finite state space X = {1,..., d}. It is conditionally Markov, given a real-valued “input process” ζ. This is assumed to be small, which is modeled through the ...