Non-reversible parallel tempering: a scalable highly parallel MCMC scheme

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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Dades bibliogràfiques
Autors principals:	Syed, S, Bouchard-Cote, A, Deligiannidis, G, Doucet, A
Format:	Journal article
Idioma:	English
Publicat:	Wiley 2021

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