Asymptotic behavior of exchange ratio in exchange Monte Carlo method

DOI10.1016/J.NEUNET.2007.11.002MaRDI QIDQ1932060zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Kenji Nagata, Sumio Watanabe

Publication date 17 January 2013

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.neunet.2007.11.002

zbMATH Keywords

exchange Monte Carlo methodexchange ratioMarkov chain Monte Carlo methodsymmetrized Kullback divergence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• Algebraic analysis for nonidentifiable learning machines
• Extended ensemble Monte Carlo approach to hardly relaxing problems
• Feedback-optimized parallel tempering Monte Carlo
• Resolution of Singularities and Division of Distributions
• Singularities in mixture models and upper bounds of stochastic complexity.
• Stochastic complexities of reduced rank regression in Bayesian estimation

Cited in

(13)

• Variational approximation error in non-negative matrix factorization
• Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
• A Bayesian learning coefficient of generalization error and Vandermonde matrix-type singularities
• Consideration on singularities in learning theory and the learning coefficient
• Parallel tempering for dynamic generalized linear models
• Learning coefficient of generalization error in Bayesian estimation and Vandermonde matrix-type singularity
• Application of the exchange Monte Carlo method to ordering dynamics
• The exact asymptotic form of Bayesian generalization error in latent Dirichlet allocation
• Recent advances in algebraic geometry and Bayesian statistics
• Consideration on the learning efficiency of multiple-layered neural networks with linear units
• Parallel tempering with equi-energy moves
• Information criteria and cross validation for Bayesian inference in regular and singular cases
• Likelihood-free parallel tempering

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