Sampling from multimodal distributions using tempered transitions

Statistics and Computing

Volumn 6, Issue 4, 1996, Pages 353-366

  Neal, Radford M ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Markov chain Monte Carlo; Simulated annealing; Simulated tempering

Indexed keywords

EID: 21444452127     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00143556     Document Type: Article

References (10)

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10. Smith, A. F. M. and Roberts, G. O. (1993) Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods (with discussion), Journal of the Royal Statistical Society B, 55, 3-23 (discussion, pp. 53-102).