Parallel tempering with equi-energy moves
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Publication:746282
DOI10.1007/S11222-012-9313-0zbMATH Open1322.62097arXiv1101.4743OpenAlexW2083021931WikidataQ58424434 ScholiaQ58424434MaRDI QIDQ746282FDOQ746282
M. Baragatti, D. Pommeret, Agnès Grimaud
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: The Equi-Energy Sampler (EES) introduced by Kou et al [2006] is based on a population of chains which are updated by local moves and global moves, also called equi-energy jumps. The state space is partitioned into energy rings, and the current state of a chain can jump to a past state of an adjacent chain that has energy level close to its level. This algorithm has been developed to facilitate global moves between different chains, resulting in a good exploration of the state space by the target chain. This method seems to be more efficient than the classical Parallel Tempering (PT) algorithm. However it is difficult to use in combination with a Gibbs sampler and it necessitates increased storage. In this paper we propose an adaptation of this EES that combines PT with the principle of swapping between chains with same levels of energy. This adaptation, that we shall call Parallel Tempering with Equi-Energy Moves (PTEEM), keeps the original idea of the EES method while ensuring good theoretical properties, and practical implementation even if combined with a Gibbs sampler. Performances of the PTEEM algorithm are compared with those of the EES and of the standard PT algorithms in the context of mixture models, and in a problem of identification of gene regulatory binding motifs.
Full work available at URL: https://arxiv.org/abs/1101.4743
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mixture modelsequi-energy samplerparallel temperingbinding sites for transcription factorspopulation-based Monte Carlo Markov chains
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05)
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