Sufficient conditions for torpid mixing of parallel and simulated tempering
From MaRDI portal
Publication:1039123
DOI10.1214/EJP.v14-638zbMath1189.65021MaRDI QIDQ1039123
Dawn B. Woodard, Scott C. Schmidler, Mark L. Huber
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/226066
Markov chain; spectral gap; Metropolis algorithm; rapid mixing; ferromagnetic mean-field Potts model
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Simple conditions for metastability of continuous Markov chains, Derivative-Free Bayesian Inversion Using Multiscale Dynamics, Accelerating parallel tempering: Quantile tempering algorithm (QuanTA), Random Construction of Interpolating Sets for High-Dimensional Integration, Skew brownian motion and complexity of the alps algorithm, Reflections on Bayesian inference and Markov chain Monte Carlo, Complexity results for MCMC derived from quantitative bounds, Finite-sample complexity of sequential Monte Carlo estimators, Simulated tempering and swapping on mean-field models, A bound for the convergence rate of parallel tempering for sampling restricted Boltzmann machines, Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo, Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions, Error bounds for sequential Monte Carlo samplers for multimodal distributions, Convergence rate of Markov chain methods for genomic motif discovery, Penalised t-walk MCMC, Optimal scaling of random-walk Metropolis algorithms on general target distributions, A framework for adaptive MCMC targeting multimodal distributions, Weight-preserving simulated tempering, Mixing times for the Swapping Algorithm on the Blume-Emery-Griffiths model, Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
