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...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsmän: Andrieu, C, Jasra, A, Doucet, A, Del Moral, P
Materialtyp: Journal article
Språk:English
Publicerad: 2008