Equi-energy sampler with applications in statistical inference and statistical mechanics
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Publication:449937
DOI10.1214/009053606000000515zbMATH Open1246.82054arXivmath/0507080OpenAlexW2085750643MaRDI QIDQ449937FDOQ449937
Authors: S. C. Kou, Qing Zhou, Wing H. Wong 
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/math/0507080
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energysamplingestimationtemperaturedensity of statesprotein foldingmicrocanonical distributionmotif sampling
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05) Sampling theory in information and communication theory (94A20)
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