3 papers
stat.CO2018
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…
stat.CO2018
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…
stat.CO2018
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…