Convergence of the equi-energy sampler and its application to the ising model

DOI10.5705/SS.2009.282OpenAlexW2115906287WikidataQ38584129 ScholiaQ38584129MaRDI QIDQ3097906FDOQ3097906

Authors: Xia Hua, S. C. Kou 

Publication date: 10 November 2011

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3182157

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zbMATH Keywords

phase transitionMonte Carlo methodstemperatureergodic propertysteady-state distributiontransition kerneldynamic exponent

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (5)

• Convergence of the equi-energy sampler
• Convergence of stochastic approximation Monte Carlo and modified Wang-Landau algorithms: tests for the Ising model
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Parallel tempering with equi-energy moves
• Equi-energy sampling does not converge rapidly on the mean-field Potts model with three colors close to the critical temperature

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