The Wang-Landau algorithm in general state spaces: applications and convergence analysis

zbMATH Open1181.62022MaRDI QIDQ3405563FDOQ3405563

Authors: Yves F. Atchadé, Jun S. Liu 

Publication date: 10 February 2010

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J20N1/J20N16/J20N16.html

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zbMATH Keywords

trans-dimensional MCMCadaptive MCMCstochastic approximationMonte Carlo methodsgeometric ergodicityWang-Landau algorithmmulticanonical sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Strong limit theorems (60F15)

Cited In (27)

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• Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
• An overview of stochastic approximation Monte Carlo
• Building a telescope to look into high-dimensional image spaces
• A synthetic likelihood approach for intractable Markov random fields
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• Convergence of the Wang-Landau algorithm
• Convergence and efficiency of adaptive importance sampling techniques with partial biasing
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• Multicanonical MCMC for sampling rare events: an illustrative review
• Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
• Weight-preserving simulated tempering
• Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
• The Gibbs-plaid biclustering model
• Stochastic Approximation in Monte Carlo Computation
• Performance of Wang-Landau algorithm in continuous spin models and a case study: Modified XY-model
• Bayesian Inference in the Presence of Intractable Normalizing Functions
• Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
• Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
• Accelerating MCMC algorithms
• Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
• The Wang-Landau algorithm reaches the flat histogram criterion in finite time
• Smooth functional tempering for nonlinear differential equation models

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