State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm

DOI10.1007/s11222-015-9579-0zbMath1505.62237arXiv1406.3218OpenAlexW1830738118WikidataQ59473869 ScholiaQ59473869MaRDI QIDQ118561

Błażej Miasojedow, Mateusz Krzysztof Łącki, Mateusz Krzysztof Łącki, Błażej Miasojedow

Publication date: 14 June 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.3218

zbMATH Keywords

adaptive MCMCparallel temperingequi-energy samplerswapping strategies

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Parallel tempering strategies for model-based landmark detection on shapes, nimbleAPT, Generalized parallel tempering on Bayesian inverse problems

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