Spectral gap of replica exchange Langevin diffusion on mixture distributions

DOI10.1016/j.spa.2022.06.006zbMath1492.60218arXiv2006.16193OpenAlexW3038125007MaRDI QIDQ2157333

Jing Dong, Xin Thomson Tong

Publication date: 27 July 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16193

zbMATH Keywords

diffusion processspectral gapmixture modelMarkov chain Monte Carlo Poincaré inequality

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Uses Software

• Gromacs

Cites Work

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