# On the Theoretical Properties of Exchange Algorithm

@article{Wang2020OnTT, title={On the Theoretical Properties of Exchange Algorithm}, author={Guanyang Wang}, journal={ArXiv}, year={2020}, volume={abs/2005.09235} }

Exchange algorithm is one of the most popular extensions of Metropolis-Hastings algorithm to sample from doubly-intractable distributions. However, theoretical exploration of exchange algorithm is very limited. For example, natural questions like `Does exchange algorithm converge at a geometric rate?' or `Does the exchange algorithm admit a Central Limit Theorem?' have not been answered. In this paper, we study the theoretical properties of exchange algorithm, in terms of asymptotic variance…

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