Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
نویسندگان
چکیده
منابع مشابه
Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions by Dawn
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated tempering. These bounds imply a single set of sufficient condi...
متن کاملConditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated tempering. These bounds imply a single set of sufficient condi...
متن کاملConditions for Torpid Mixing of Parallel and Simulated Tempering on Multimodal Distributions
We obtain upper bounds on the convergence rates of Markov chains constructed by parallel and simulated tempering. These bounds are used to provide a set of sufficient conditions for torpid mixing of both techniques. We apply these conditions to show torpid mixing of parallel and simulated tempering for three examples: a normal mixture model with unequal covariances in RM and the mean-field Pott...
متن کاملSufficient Conditions for Torpid Mixing of Parallel and Simulated Tempering
We obtain upper bounds on the spectral gap of Markov chains constructed by parallel and simulated tempering, and provide a set of sufficient conditions for torpid mixing of both techniques. Combined with the results of [22], these results yield a two-sided bound on the spectral gap of these algorithms. We identify a persistence property of the target distribution, and show that it can lead unex...
متن کاملHybrid parallel tempering and simulated annealing method
In this paper, we propose a new hybrid scheme of parallel tempering and simulated annealing (hybrid PT/SA). Within the hybrid PT/SA scheme, a composite system with multiple conformations is evolving in parallel on a temperature ladder with various transition step sizes. The simulated annealing (SA) process uses a cooling scheme to decrease the temperature values in the temperature ladder to the...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2009
ISSN: 1050-5164
DOI: 10.1214/08-aap555