Title of article
On swapping and simulated tempering algorithms
Author/Authors
Zheng، نويسنده , , Zhongrong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
24
From page
131
To page
154
Abstract
In this paper we study the relationships between two Markov Chain Monte Carlo algorithms—the Swapping Algorithm (also known as the Metropolis-coupled algorithm) and the simulated tempering algorithm. We give a proof that the spectral gap of the simulated tempering chain is bounded below by a multiple of that of the swapping chain.
Keywords
Multimodal distributions , Monte Carlo algorithms , Markov chains , Swapping , Simulated Tempering , Spectral gap , Dirichlet forms , eigenvalues
Journal title
Stochastic Processes and their Applications
Serial Year
2003
Journal title
Stochastic Processes and their Applications
Record number
1577191
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