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math.ST2006★ 2 cited
Rejoinder to "Equi-energy sampler with applications in statistical inference and statistical mechanics"
S. C. Kou, Qing Zhou, Wing H. Wong
Rejoinder to ``Equi-energy sampler with applications in statistical inference and statistical mechanics'' by Kou, Zhou and Wong [math.ST/0507080]
math.ST2005★ 173 cited
Equi-energy sampler with applications in statistical inference and statistical mechanics
S. C. Kou, Qing Zhou, Wing Hung Wong
We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the…