State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm

Statistics and Computing

Volumn 26, Issue 5, 2016, Pages 951-964

  Łącki, Mateusz Krzysztof ^a   Miasojedow, Błażej ^b  

^a UNIVERSITY OF WARSAW   (Poland)

^b UNIVERSITY OF WARSAW   (Poland)

Author keywords

Adaptive MCMC; Equi Energy sampler; Parallel tempering; Swapping strategies

Indexed keywords

EID: 84930887923     PISSN: 09603174     EISSN: 15731375     Source Type: Journal    
DOI: 10.1007/s11222-015-9579-0     Document Type: Article

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