Stochastic adaptive selection of weights in the simulated tempering algorithm
From MaRDI portal
Publication:5123746
DOI10.1007/BF03178920zbMath1454.62032MaRDI QIDQ5123746
Publication date: 29 September 2020
Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Estimation and annealing for Gibbsian fields
- Loss networks
- Importance sampling for families of distributions
- Importance Sampling for Stochastic Simulations
- Computational complexity of Markov chain Monte Carlo methods for finite Markov random fields
- Bayes Factors
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Equation of State Calculations by Fast Computing Machines
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
This page was built for publication: Stochastic adaptive selection of weights in the simulated tempering algorithm