Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme
published by Saifuddin Syed
in 2019
in Mathematical Statistics
and research's language is
English
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Abstract in English
Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting temper