An adaptive parallel tempering algorithm

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Miasojedow, B, Moulines, E, Vihola, M
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	2013

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