Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme
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Publication:5869192
DOI10.1111/RSSB.12464OpenAlexW2977245197MaRDI QIDQ5869192FDOQ5869192
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
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Markov chain Monte Carloparallel temperingweak convergenceparallel computingannealing schedule optimization
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- A Continuation Method in Bayesian Inference
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- Past, present and future of software for Bayesian inference
- Improved estimation of relaxation time in nonreversible Markov chains
- Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions
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