Efficient Monte Carlo sampling by parallel marginalization
نویسندگان
چکیده
منابع مشابه
Efficient Monte Carlo sampling by parallel marginalization.
Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper, a method is proposed to overcome this difficulty. The method utilizes information from rapidly equilibrating coarse Markov chains that sample marginal distributions of the full system. This is accomplished th...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2007
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.0705418104