On the Infinite Swapping Limit for Parallel Tempering

DOI10.1137/110853145zbMath1261.65009arXiv1110.4984OpenAlexW2171032649MaRDI QIDQ4903663

Paul Dupuis, Nuria Plattner, J. Doll, Yufei Liu

Publication date: 24 January 2013

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.4984

zbMATH Keywords

rate of convergencerelative entropyMonte Carlostochastic differential equationslarge deviationsGibbs measuresempirical measureparallel tempering

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05) Random measures (60G57) Numerical solutions to stochastic differential and integral equations (65C30)

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