12 citations · 17 across the 6 of their papers we have counts for
4 papers · 1 filter
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…