On swapping and simulated tempering algorithms.

DOI10.1016/S0304-4149(02)00232-6zbMath1075.60545MaRDI QIDQ2574553

Zhongrong Zheng

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chains; eigenvalues; multimodal distributions; spectral gap; Dirichlet forms; Monte Carlo algorithms

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60J05: Discrete-time Markov processes on general state spaces

Related Items

Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm, Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo, Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions, Mixing times for the Swapping Algorithm on the Blume-Emery-Griffiths model

Cites Work

• Geometric bounds for eigenvalues of Markov chains
• What do we know about the Metropolis algorithm?
• Importance sampling for families of distributions
• Markov chain decomposition for convergence rate analysis
• Logarithmic Sobolev inequalities for finite Markov chains
• Estimation of spectral gap for elliptic operators
• Estimation of spectral gap for Markov chains
• On the swapping algorithm
• Convergence Rates for Markov Chains
• Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
• Numerical simulations on the 4D Heisenberg spin glass
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item