Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions

DOI10.1214/08-AAP555zbMath1171.65008arXiv0906.2341OpenAlexW2001464954MaRDI QIDQ1024896

Scott C. Schmidler, Dawn B. Woodard, Mark L. Huber

Publication date: 17 June 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.2341

zbMATH Keywords

Markov chain Monte Carlo methodspectral gaptemperingMetropolis-coupled algorithmrapidly mixing Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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