Non-reversible parallel tempering: a scalable highly parallel MCMC scheme
Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of N interacting auxiliary chains targeting tempered versions of the target distribution to improve the exploration of...
| Hlavní autoři: | , , , |
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| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
Wiley
2021
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