Browsing by Subject "tempering"
Now showing items 1-2 of 2
-
Conditions for Rapid and Torpid Mixing of Parallel and Simulated Tempering on Multimodal Distributions
(2007-09-14)Stochastic sampling methods are ubiquitous in statistical mechanics, Bayesian statistics, and theoretical computer science. However, when the distribution that is being sampled is multimodal, many of these techniques converge ... -
Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions
(2009)We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical ...
