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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 co...

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Detalhes bibliográficos
Autor principal: Weare, Jonathan
Formato: Artigo
Idioma:Inglês
Publicado em: National Academy of Sciences 2007
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC1937522/
https://ncbi.nlm.nih.gov/pubmed/17640896
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.0705418104
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