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...

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Үндсэн зохиолчид: Syed, S, Bouchard-Cote, A, Deligiannidis, G, Doucet, A
Формат: Journal article
Хэл сонгох:English
Хэвлэсэн: Wiley 2021

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