Asymptotic behavior of exchange ratio in exchange Monte Carlo method

DOI10.1016/j.neunet.2007.11.002zbMath1254.65013OpenAlexW2074997256WikidataQ51889858 ScholiaQ51889858MaRDI QIDQ1932060

Sumio Watanabe, Kenji Nagata

Publication date: 17 January 2013

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2007.11.002

zbMATH Keywords

Markov chain Monte Carlo methodsymmetrized Kullback divergenceexchange Monte Carlo methodexchange ratio

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

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Information criteria and cross validation for Bayesian inference in regular and singular cases ⋮ Consideration on singularities in learning theory and the learning coefficient ⋮ Learning Coefficient of Generalization Error in Bayesian Estimation and Vandermonde Matrix-Type Singularity ⋮ Likelihood-free parallel tempering ⋮ The exact asymptotic form of Bayesian generalization error in latent Dirichlet allocation ⋮ Recent advances in algebraic geometry and Bayesian statistics ⋮ Consideration on the learning efficiency of multiple-layered neural networks with linear units ⋮ Variational approximation error in non-negative matrix factorization ⋮ A Bayesian Learning Coefficient of Generalization Error and Vandermonde Matrix-Type Singularities ⋮ Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering ⋮ Parallel tempering with equi-energy moves ⋮ Parallel tempering for dynamic generalized linear models

Cites Work

• Extended ensemble Monte Carlo approach to hardly relaxing problems
• Singularities in mixture models and upper bounds of stochastic complexity.
• Stochastic complexities of reduced rank regression in Bayesian estimation
• Algebraic Analysis for Nonidentifiable Learning Machines
• Feedback-optimized parallel tempering Monte Carlo
• Resolution of Singularities and Division of Distributions

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