Sufficient conditions for torpid mixing of parallel and simulated tempering
From MaRDI portal
Publication:1039123
DOI10.1214/EJP.v14-638zbMath1189.65021OpenAlexW2110435328MaRDI 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
Related Items (21)
Derivative-Free Bayesian Inversion Using Multiscale Dynamics ⋮ Simulated tempering and swapping on mean-field models ⋮ Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits ⋮ Penalised t-walk MCMC ⋮ 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 on multimodal target distributions ⋮ Optimal scaling of random-walk Metropolis algorithms on general target distributions ⋮ Finite-sample complexity of sequential Monte Carlo estimators ⋮ Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo ⋮ Convergence rate of Markov chain methods for genomic motif discovery ⋮ Error bounds for sequential Monte Carlo samplers for multimodal distributions ⋮ A framework for adaptive MCMC targeting multimodal distributions ⋮ A bound for the convergence rate of parallel tempering for sampling restricted Boltzmann machines ⋮ Random Construction of Interpolating Sets for High-Dimensional Integration ⋮ Accelerating parallel tempering: Quantile tempering algorithm (QuanTA) ⋮ Simple conditions for metastability of continuous Markov chains ⋮ Weight-preserving simulated tempering ⋮ Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions ⋮ Skew brownian motion and complexity of the alps algorithm ⋮ Mixing times for the Swapping Algorithm on the Blume-Emery-Griffiths model
This page was built for publication: Sufficient conditions for torpid mixing of parallel and simulated tempering