Equi-energy sampler with applications in statistical inference and statistical mechanics
نویسندگان
چکیده
منابع مشابه
Equi-Energy Sampler with Applications in Statistical Inference and Statistical Mechanics
We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature-energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical ...
متن کاملStatistical Inference and Statistical Mechanics
In this lecture, recent developments on connections between Markov processes and nonequilibrium statistical mechanical systems are discussed. A statistical mechanical analogy is developed for Markov processes and a local entropic measure of their true asymmetry is defined. Introducing partial observations, conditional and joint analogies are developed for Markov processes and their optimal filt...
متن کاملReview of the Applications of Exponential Family in Statistical Inference
In this paper, after introducing exponential family and a history of work done by researchers in the field of statistics, some applications of this family in statistical inference especially in estimation problem,statistical hypothesis testing and statistical information theory concepts will be discussed.
متن کاملStatistical Inference, Statistical Mechanics and the Relationship to Information Theory
which is engraved on his tombstone in Vienna. This formula states that the entropy S of an observed Macrostate is proportional to the Logarithmic probability of its occurrence where k is Boltzmann’s constant. To make this more precise and also explain how Boltzmann arrived at this formula, let E be a finite set and let μ be a Probability measure on E. Assume, μ(x) > 0, ∀x ∈ E. In the Maxwell-Bo...
متن کاملNonextensive Statistical Mechanics -applications to Nuclear and High Energy Physics *
A variety of phenomena in nuclear and high energy physics seemingly do not satisfy the basic hypothesis for possible stationary states to be of the type covered by Boltzmann-Gibbs (BG) statistical mechanics. More specifically, the system appears to relax, along time, on macroscopic states which violate the ergodic assumption. Some of these phenomena appear to follow, instead, the prescriptions ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2006
ISSN: 0090-5364
DOI: 10.1214/009053606000000515