Equi-energy sampler with applications in statistical inference and statistical mechanics
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Abstract: We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature--energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in statistical mechanics. The equi-energy sampler is applied to a variety of problems, including exponential regression in statistics, motif sampling in computational biology and protein folding in biophysics.
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Cited in
(69)- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Convergence of the equi-energy sampler and its application to the ising model
- Computational Biology: Toward Deciphering Gene Regulatory Information in Mammalian Genomes
- Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
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- Parallel tempering for dynamic generalized linear models
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- Equilibrium sampling from nonequilibrium dynamics
- Reconstructing the energy landscape of a distribution from Monte Carlo samples
- Weight-preserving simulated tempering
- Bayesian inversion by parallel interacting Markov chains
- Convergence of the equi-energy sampler
- Stochastic approximation and Newton's estimate of a mixing distribution
- On‐line partitioning of the sample space in the regional adaptive algorithm
- Bayesian model averaging in the instrumental variable regression model
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- The Self-Multiset Sampler
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