Ensemble Markov Chain Monte Carlo with Teleporting Walkers

DOI10.1137/21M1425062zbMath1493.65013arXiv2106.02686OpenAlexW3169572267MaRDI QIDQ5097850

Anna Zhang, Jonathan Weare, Michael Lindsey

Publication date: 1 September 2022

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.02686

zbMATH Keywords

Markov chain Monte Carlointeracting particlesmean-field limits

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of branching processes (60J85)

Related Items (2)

Birth–death dynamics for sampling: global convergence, approximations and their asymptotics ⋮ Metastable mixing of Markov chains: efficiently sampling low temperature exponential random graphs

Uses Software

• t-walk
• Rtwalk
• emcee
• EnsembleQN
• CosmoSIS

Cites Work

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