Discussion of ``Equi-energy sampler by Kou, Zhou and Wong

DOI10.1214/009053606000000489zbMath1246.82051arXivmath/0611217OpenAlexW3105051360MaRDI QIDQ449939

Yves F. Atchadé, Jun S. Liu

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611217

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory in information and communication theory (94A20)

Related Items (5)

Convergence of adaptive and interacting Markov chain Monte Carlo algorithms ⋮ Reconstructing the energy landscape of a distribution from Monte Carlo samples ⋮ A Note on Convergence of the Equi-Energy Sampler ⋮ Parallel tempering with equi-energy moves ⋮ Interacting sequential Monte Carlo samplers for trans-dimensional simulation

Cites Work

• On adaptive Markov chain Monte Carlo algorithms
• Markov chains for exploring posterior distributions. (With discussion)
• Weighted sums of certain dependent random variables
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