Show simple item record Woodard, Dawn B. en_US Schmidler, Scott en_US 2011-06-21T17:30:33Z 2011-06-21T17:30:33Z 2009 en_US
dc.identifier.citation Woodard,Dawn B.;Schmidler,Scott C.;Huber,Mark. 2009. Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions. Annals of Applied Probability 19(2): 617-640. en_US
dc.identifier.issn 1050-5164 en_US
dc.description.abstract 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 inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated tempering. These bounds imply a single set of sufficient conditions for rapid mixing of both techniques. A direct consequence of our results is rapid mixing of parallel and simulated tempering for several normal mixture models, and for the mean-field Ising model. en_US
dc.language.iso en_US en_US
dc.relation.isversionof doi:10.1214/08-AAP555 en_US
dc.subject markov chain monte carlo en_US
dc.subject tempering en_US
dc.subject rapidly mixing markov chains en_US
dc.subject spectral gap en_US
dc.subject metropolis algorithm en_US
dc.subject markov-chains en_US
dc.subject monte-carlo en_US
dc.subject convergence en_US
dc.subject statistics & probability en_US
dc.title Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions en_US
dc.title.alternative en_US
dc.description.version Version of Record en_US 2009-4-0 en_US
duke.description.endpage 640 en_US
duke.description.issue 2 en_US
duke.description.startpage 617 en_US
duke.description.volume 19 en_US
dc.relation.journal Annals of Applied Probability en_US

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