A Note on Convergence of the Equi-Energy Sampler

DOI10.1080/07362990701857178zbMath1214.82098arXiv0711.0164OpenAlexW1972913069MaRDI QIDQ5459757

Pierre Del Moral, Ajay Jasra, Christophe Andrieu, Arnaud Doucet

Publication date: 29 April 2008

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

Full work available at URL: https://arxiv.org/abs/0711.0164

zbMATH Keywords

Poisson equationuniform ergodicityequi-energy samplernonlinear Markov chain Monte Carlo method

Mathematics Subject Classification ID

Related Items (6)

On the convergence rates of some adaptive Markov chain Monte Carlo algorithms ⋮ Equi-energy sampling does not converge rapidly on the mean-field Potts model with three colors close to the critical temperature ⋮ On nonlinear Markov chain Monte Carlo ⋮ Convergence of adaptive and interacting Markov chain Monte Carlo algorithms ⋮ A central limit theorem for adaptive and interacting Markov chains ⋮ Parallel tempering with equi-energy moves

Cites Work

• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Discussion of ``Equi-energy sampler by Kou, Zhou and Wong
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• A Liapounov bound for solutions of the Poisson equation
• On convergence of chains with occupational self–interactions
• Strong laws for 𝐿- and 𝑢-statistics
• Non-linear Markov Chain Monte Carlo

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