Simulated Tempering and Swapping on Mean-Field Models
Journal of Statistical Physics, Volume abs/1508.04521, Issue 3, 2016, Pages 495-530.
Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and analyze the convergence for a set of new tempering distributions which we call . For asymmetric expone...More
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