20 citations · 28 across the 2 of their papers we have counts for
4 papers
On the large deviation rate function for the empirical measures of reversible jump Markov processes
Paul Dupuis, Yufei Liu
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate functi…
Rare-Event Sampling: Occupation-Based Performance Measures for Parallel Tempering and Infinite Swapping Monte Carlo Methods
J. D. Doll, Nuria Plattner, David L. Freeman +2
In the present paper we identify a rigorous property of a number of tempering-based Monte Carlo sampling methods, including parallel tempering as well as partial and infinite swapp…
On the Infinite Swapping Limit for Parallel Tempering
Paul Dupuis, Yufei Liu, Nuria Plattner +1
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a ser…
An Infinite Swapping Approach to the Rare-Event Sampling Problem
Nuria Plattner, J. D. Doll, Paul Dupuis +3
We describe a new approach to the rare-event Monte Carlo sampling problem. This technique utilizes a symmetrization strategy to create probability distributions that are more highl…