An adaptive parallel tempering algorithm
Parallel tempering is a generic Markov chainMonteCarlo samplingmethod which allows good mixing with multimodal target distributions, where conventionalMetropolis- Hastings algorithms often fail. The mixing properties of the sampler depend strongly on the choice of tuning parameters, such as the temp...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2013
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