A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions

DOI10.1007/S11222-020-09977-ZMaRDI QIDQ2029093zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 3 June 2021

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

Full work available at URL https://arxiv.org/abs/2007.11461

zbMATH Keywords

evolutionary algorithmsMarkov chain Monte Carlospatial partitioning

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08)

Abstract: We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large and complex spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown distributions. Local optimality information that is identified via a directed search by our optimization heuristic is used to adaptively update a Markov chain in a promising direction within the framework of a Multiple-Try Metropolis Markov Chain model that incorporates a generalized Metropolis-Hasting ratio. We further expand the reach of our EMCMC algorithm by harnessing the computational power afforded by massively parallel architecture through the integration of a parallel EA framework that guides Markov chains running in parallel.

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Cited in

(8)

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• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
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• Artificial Evolution
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• Recombination operators and selection strategies for evolutionary Markov chain Monte Carlo algorithms
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