12 citations · 17 across the 6 of their papers we have counts for
6 papers
Annealed Leap-Point Sampler for Multimodal Target Distributions
Nicholas G. Tawn, Matthew T. Moores, Hugo Queniat +1
In Bayesian statistics, exploring high-dimensional multimodal posterior distributions poses major challenges for existing MCMC approaches. This paper introduces the Annealed Leap-P…
Skew Brownian Motion and Complexity of the ALPS Algorithm
Gareth O. Roberts, Jeffrey S. Rosenthal, Nicholas G. Tawn
Simulated tempering is a popular method of allowing MCMC algorithms to move between modes of a multimodal target density π. The paper [24] introduced the Annealed Leap-Point Sample…
Optimal Temperature Spacing for Regionally Weight-preserving Tempering
Nicholas G. Tawn, Gareth O. Roberts
Parallel tempering is popular method for allowing MCMC algorithms to properly explore a -dimensional multimodal target density. One problem with traditional power-based parallel…
Accelerating Parallel Tempering: Quantile Tempering Algorithm (QuanTA)
Nicholas G. Tawn, Gareth O. Roberts
Using MCMC to sample from a target distribution, on a -dimensional state space can be a difficult and computationally expensive problem. Particularly when the target exhi…
Weight-Preserving Simulated Tempering
Nicholas G. Tawn, Gareth O. Roberts, Jeffrey S. Rosenthal
Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density π. One problem with simulated tempering for multimodal target…
Accelerating MCMC Algorithms
Christian P. Robert, Victor Elvira, Nick Tawn +1
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heav…