메뉴 건너뛰기




Volumn 20, Issue 1, 2010, Pages 209-233

The wang-landau algorithm in general state spaces: applications and convergence analysis

Author keywords

Adaptive mcmc; Geometric ergodicity; Monte carlo methods; Multicanonical sampling; Stochastic approximation; Trans dimensional mcmc; Wang landau algorithm

Indexed keywords


EID: 77949412635     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (67)

References (21)
  • 1
    • 35548982235 scopus 로고    scopus 로고
    • On the efficiency of adaptive MCMC algorithms
    • Andrieu, C and Atchade, Y. F. (2007). On the efficiency of adaptive MCMC algorithms. Electron. Comm. Probab. 12, 336-349.
    • (2007) Electron. Comm. Probab. , vol.12 , pp. 336-349
    • Andrieu, C.1    Atchade, Y.F.2
  • 2
    • 2442578536 scopus 로고    scopus 로고
    • Controlled MCMC for optimal sampling
    • Université Paris Dauphine, Ceremade
    • Andrieu, C. and Robert, C P. (2001). Controlled MCMC for optimal sampling. Technical report, Université Paris Dauphine, Ceremade 0125.
    • (2001) Technical Report , pp. 0125
    • Andrieu, C.1    Robert, C.P.2
  • 3
    • 33750512542 scopus 로고    scopus 로고
    • On the ergodicity properties of some adaptive MCMC algorithms
    • Andrieu, C. and Moulines, E. (2006). On the ergodicity properties of some adaptive MCMC algorithms. Ann. Appl. Probab. 16, 1462-1505.
    • (2006) Ann. Appl. Probab. , vol.16 , pp. 1462-1505
    • Andrieu, C.1    Moulines, E.2
  • 4
    • 33244461073 scopus 로고    scopus 로고
    • Stability of stochastic approximation under verifiable conditions
    • electronic
    • Andrieu, C., Moulines, E. and Priouret, P. (2005). Stability of stochastic approximation under verifiable conditions. SIAM J. Control Optim. 44, 283-312 (electronic).
    • (2005) SIAM J. Control Optim. , vol.44 , pp. 283-312
    • Andrieu, C.1    Moulines, E.2    Priouret, P.3
  • 5
    • 33845331754 scopus 로고    scopus 로고
    • Discussion of "Equi-energy sampler" by Kou, Zhou and Wong
    • Atchadé, Y. F. and Liu, J. S. (2006). Discussion of "Equi-energy sampler" by Kou, Zhou and Wong. Ann. Statist. 34, 1620-1628.
    • (2006) Ann. Statist. , vol.34 , pp. 1620-1628
    • Atchadé, Y.F.1    Liu, J.S.2
  • 6
    • 33747062507 scopus 로고    scopus 로고
    • On adaptive Markov Chain Monte Carlo algorithm
    • Atchadé, Y. F. and Rosenthal, J. S. (2005). On adaptive Markov Chain Monte Carlo algorithm. Bernoulli 11, 815-828.
    • (2005) Bernoulli , vol.11 , pp. 815-828
    • Atchadé, Y.F.1    Rosenthal, J.S.2
  • 7
    • 14544277112 scopus 로고    scopus 로고
    • Renewal theory and computable convergence rates for geometrically ergodic Markov chains
    • Baxendale, P. H. (2005). Renewal theory and computable convergence rates for geometrically ergodic Markov chains. Ann. Appl. Probab. 15, 700-738.
    • (2005) Ann. Appl. Probab. , vol.15 , pp. 700-738
    • Baxendale, P.H.1
  • 9
    • 4243613377 scopus 로고
    • Multicanonical ensemble: A new approach to simulate first-order phase transitions
    • Berg, B. A. and Neuhaus, T. (1992). Multicanonical ensemble: A new approach to simulate first-order phase transitions. Phys. Rev. Lett. 68,
    • (1992) Phys. Rev. Lett. , vol.68
    • Berg, B.A.1    Neuhaus, T.2
  • 10
    • 20744442841 scopus 로고    scopus 로고
    • Identification of regeneration times in MCMC simulation, with application to adaptive schemes
    • Brockwell, A. E. and Kadaně, J. B. (2005). Identification of regeneration times in MCMC simulation, with application to adaptive schemes. J. Comput. Graph. Statist. 14, 436-458.
    • (2005) J. Comput. Graph. Statist. , vol.14 , pp. 436-458
    • Brockwell, A.E.1    Kadaně, J.B.2
  • 11
    • 0030242092 scopus 로고    scopus 로고
    • General results on the convergence of stochastic algorithms
    • Delyon, B. (1996). General results on the convergence of stochastic algorithms. IEEE Trans. Automat. Control 41, 1245-1255.
    • (1996) IEEE Trans. Automat. Control , vol.41 , pp. 1245-1255
    • Delyon, B.1
  • 12
    • 84950437936 scopus 로고
    • Annealing Markov Chain Monte Carlo with applications to pedigree analysis
    • Geyer, C J. and Thompson, E. A. (1995). Annealing Markov Chain Monte Carlo with applications to pedigree analysis. J. Amer. Statist. Assoc. 90, 909-920.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 909-920
    • Geyer, C.J.1    Thompson, E.A.2
  • 13
    • 0032333313 scopus 로고    scopus 로고
    • Adaptive Markov Chain Monte Carlo through regeneration
    • Gilks, W. R., Roberts, G. O. and Sahu, S. K. (1998). Adaptive Markov Chain Monte Carlo through regeneration. J. Amer. Statist. Assoc. 93, 1045-1054.
    • (1998) J. Amer. Statist. Assoc. , vol.93 , pp. 1045-1054
    • Gilks, W.R.1    Roberts, G.O.2    Sahu, S.K.3
  • 14
    • 77956889087 scopus 로고
    • Reversible jump Markov Chain Monte Carlo computation and Bayesian model determination
    • Green, P. J. (1995). Reversible jump Markov Chain Monte Carlo computation and Bayesian model determination. Biometrika 82, 711-732.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 15
    • 0038563932 scopus 로고    scopus 로고
    • An adaptive Metropolis algorithm
    • Haario, H., Sakesman, E. and Tamminen, J. (2001). An adaptive Metropolis algorithm. Bernoulli 7, 223-242.
    • (2001) Bernoulli , vol.7 , pp. 223-242
    • Haario, H.1    Sakesman, E.2    Tamminen, J.3
  • 16
    • 1542573405 scopus 로고    scopus 로고
    • Real-parameter evolutionary Monte Carlo with applications to Bayesian mixture models
    • Liang, F. and Wong, W. H. (2001). Real-parameter evolutionary Monte Carlo with applications to Bayesian mixture models. J. Amer. Statist. Assoc. 96, 653-666.
    • (2001) J. Amer. Statist. Assoc. , vol.96 , pp. 653-666
    • Liang, F.1    Wong, W.H.2
  • 17
    • 33947215681 scopus 로고    scopus 로고
    • Stochastic approximation in Monte Carlo computation
    • Liang, F., Liu, C and Carroll, R. J. (2007). Stochastic approximation in Monte Carlo computation. J. Amer. Statist. Assoc. 102, 305-320.
    • (2007) J. Amer. Statist. Assoc. , vol.102 , pp. 305-320
    • Liang, F.1    Liu, C.2    Carroll, R.J.3
  • 18
    • 33644899039 scopus 로고
    • Simulated tempering: A new Monte Carlo schemes
    • Marinari, E. and Parisi, G. (1992). Simulated tempering: A new Monte Carlo schemes. Europhys. Lett. 19, 451-458.
    • (1992) Europhys. Lett. , vol.19 , pp. 451-458
    • Marinari, E.1    Parisi, G.2
  • 19
    • 57849109202 scopus 로고    scopus 로고
    • A new strategy for speeding Markov Chain Monte Carlo algorithms
    • Mira, A. and Sargent, D. J. (2003). A new strategy for speeding Markov Chain Monte Carlo algorithms. Stat. Methods Appl. 12, 49-60.
    • (2003) Stat. Methods Appl. , vol.12 , pp. 49-60
    • Mira, A.1    Sargent, D.J.2
  • 20
    • 34548026526 scopus 로고    scopus 로고
    • Coupling and ergodicity of adaptive MCMC
    • Rosenthal, J. S. and Roberts, G. O. (2007). Coupling and ergodicity of adaptive MCMC J. Appl. Probab. 44, 458-475.
    • (2007) J. Appl. Probab. , vol.44 , pp. 458-475
    • Rosenthal, J.S.1    Roberts, G.O.2
  • 21
    • 6644221271 scopus 로고    scopus 로고
    • Efficient, multiple-range random walk algorithm to calculate the density of states
    • 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.
    • (2001) Phys. Rev. Lett. , vol.86 , pp. 2050-2053
    • Wang, F.1    Landau, D.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.