A note on convergence of the equi-energy sampler

In a recent article, 'The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat., 34 (2006) 1581-1619], Kou, Zhou, and Wong presented a new stochastic simulation method called the equi-energy (EE) sampler. This technique is designed to simulate f...

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Bibliographic Details
Main Authors: Andrieu, C, Jasra, A, Doucet, A, Del Moral, P
Format: Journal article
Language:English
Published: 2008