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...
मुख्य लेखकों: | , , , |
---|---|
स्वरूप: | Journal article |
भाषा: | English |
प्रकाशित: |
Wiley
2021
|