Adaptive Importance Tempering: A flexible approach to improve computational efficiency of Metropolis Coupled Markov Chain Monte Carlo algorithms on binary spaces

Alexander Valencia-Sanchez, Jeffrey S. Rosenthal, Yasuhiro Watanabe +2

Based on the algorithm Informed Importance Tempering (IIT) proposed by Li et al. (2023) we propose an algorithm that uses an adaptive bounded balancing function. We argue why imple…