A Note on Convergence of the Equi-Energy Sampler
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Publication:5459757
DOI10.1080/07362990701857178zbMath1214.82098arXiv0711.0164OpenAlexW1972913069MaRDI QIDQ5459757
Pierre Del Moral, Ajay Jasra, Christophe Andrieu, Arnaud Doucet
Publication date: 29 April 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.0164
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Related Items (6)
On the convergence rates of some adaptive Markov chain Monte Carlo algorithms ⋮ Equi-energy sampling does not converge rapidly on the mean-field Potts model with three colors close to the critical temperature ⋮ On nonlinear Markov chain Monte Carlo ⋮ Convergence of adaptive and interacting Markov chain Monte Carlo algorithms ⋮ A central limit theorem for adaptive and interacting Markov chains ⋮ Parallel tempering with equi-energy moves
Cites Work
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- Discussion of ``Equi-energy sampler by Kou, Zhou and Wong
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
- A Liapounov bound for solutions of the Poisson equation
- On convergence of chains with occupational self–interactions
- Strong laws for 𝐿- and 𝑢-statistics
- Non-linear Markov Chain Monte Carlo
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