Towards optimality of the parallel tempering algorithm
Markov Chain Monte Carlo (MCMC) techniques for sampling from complex probability distributions have become mainstream. Big data and high model complexity demand more scalable and robust algorithms. A famous problem with MCMC is making it robust to situations when the target distribution is multi-mod...
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University of Warwick
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.737740 |