Discussion of "equi-energy sampler" by Kou, Zhou and Wong

Annals of Statistics

Volumn 34, Issue 4, 2006, Pages 1620-1628

  Atchadé, Yves F ^a   Liu, Jun S ^b,c  

^a UNIVERSITY OF OTTAWA   (Canada)

^b HARVARD UNIVERSITY   (United States)

^c HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845331754     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000489     Document Type: Review

References (9)

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3. AZUMA, K. (1967). Weighted sums of certain dependent random variables. Tôhoku Math. J. (2) 19357-367. MR0221571
4. BERG, B. A. and NEUHAUS, T. (1992). Multicanonical ensemble: A new approach to simulate first-order phase transitions. Phys. Rev. Lett. 68 9-12.
5. ISAACSON, D. L. and MADSEN, R. W. (1976). Markov Chains: Theory and Applications. Wiley, New York. MR0407991
6. MARINARI, E. and PARISI, G. (1992). Simulated tempering: A new Monte Carlo scheme. Europhys. Lett. 19451-458.
7. ROYDEN, H. L. (1963). Real Analysis. Collier-Macmillan, London. MR0151555
8. TIERNEY, L. (1994). Markov chains for exploring posterior distributions (with discussion). Ann. Statist. 22 1701-1762. MR 1329166
9. WANG, F. and LANDAU, D. P. (2001). Efficient, multiple-range random walk algorithm to calculate the density of states. Phys. Rev. Lett. 86 2050-2053.