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Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions

dc.contributor.author Woodard, DB
dc.contributor.author Schmidler, SC
dc.contributor.author Huber, M
dc.date.accessioned 2011-06-21T17:30:33Z
dc.date.available 2011-06-21T17:30:33Z
dc.date.issued 2009
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.
dc.identifier.issn 1050-5164
dc.identifier.uri https://hdl.handle.net/10161/4407
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.
dc.language.iso en_US
dc.publisher Institute of Mathematical Statistics
dc.relation.isversionof 10.1214/08-AAP555
dc.subject markov chain monte carlo
dc.subject tempering
dc.subject rapidly mixing markov chains
dc.subject spectral gap
dc.subject metropolis algorithm
dc.subject markov-chains
dc.subject monte-carlo
dc.subject convergence
dc.subject statistics & probability
dc.title Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions
dc.title.alternative
dc.type Other article
duke.contributor.id Schmidler, SC|0271040
dc.description.version Version of Record
duke.date.pubdate 2009-4-0
duke.description.issue 2
duke.description.volume 19
dc.relation.journal Annals of Applied Probability
pubs.begin-page 617
pubs.end-page 640


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