Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme

DOI10.1111/RSSB.12464MaRDI QIDQ5869192zbMATH OpenOpenAlexFDO

Authors Saifuddin Syed, Alexandre Bouchard-Côté, George Deligiannidis, Arnaud Doucet

Publication date 27 September 2022

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.02939

zbMATH Keywords

Markov chain Monte Carloparallel temperingweak convergenceparallel computingannealing schedule optimization

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(10)

• Improved estimation of relaxation time in nonreversible Markov chains
• Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions
• Adaptive tempered reversible jump algorithm for Bayesian curve fitting
• An asymptotic Peskun ordering and its application to lifted samplers
• Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference
• An embedded diachronic sense change model with a case study from ancient Greek
• A Continuation Method in Bayesian Inference
• Non-reversible guided Metropolis kernel
• Hamiltonian-Assisted Metropolis Sampling
• Past, present and future of software for Bayesian inference

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