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

DOI10.1111/rssb.12464OpenAlexW2977245197MaRDI QIDQ5869192

Alexandre Bouchard-Côté, Saifuddin Syed, 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

weak convergenceMarkov chain Monte Carloparallel computingparallel temperingannealing schedule optimization

Mathematics Subject Classification ID

Statistics (62-XX)

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