Replica Exchange Particle-Gibbs Method with Ancestor Sampling
نویسندگان
چکیده
منابع مشابه
Particle gibbs with ancestor sampling
Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a new PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides the data analyst with an off-the-shelf class of Markov kernels that can be used ...
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We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward and backward sweeps as in PG-BS, however, we achieve the same effect in a sing...
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A unified framework integrating the generalized ensemble sampling associated with the Tsallis weight [C. Tsallis, J. Stat. Phys. 52, 479 (1988)] and the replica exchange method (REM) has been proposed to accelerate the convergence of the conventional temperature REM (t-REM). Using the effective temperature formulation of the Tsallis weight sampling, it is shown that the average acceptance proba...
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ژورنال
عنوان ژورنال: Journal of the Physical Society of Japan
سال: 2020
ISSN: 0031-9015,1347-4073
DOI: 10.7566/jpsj.89.104801