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...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Syed, S, Bouchard-Cote, A, Deligiannidis, G, Doucet, A
বিন্যাস: Journal article
ভাষা:English
প্রকাশিত: Wiley 2021