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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Syed, S, Bouchard-Cote, A, Deligiannidis, G, Doucet, A
स्वरूप: Journal article
भाषा:English
प्रकाशित: Wiley 2021