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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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Weare, Jonathan
Format: Artigo
Sprache:Inglês
Veröffentlicht: National Academy of Sciences 2007
Schlagworte:
Online Zugang: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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