Journal article icon

Journal article

A note on convergence of the equi-energy sampler

Abstract:

In a recent article, 'The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat., 34 (2006) 1581-1619], Kou, Zhou, and Wong presented a new stochastic simulation method called the equi-energy (EE) sampler. This technique is designed to simulate from a probability measure , perhaps only known up to a normalizing constant. The authors demonstrate that the sampler performs well in quite challenging problems but their convergence results (Theorem 2) app...

Expand abstract
Publication status:
Published

Actions


Access Document


Publisher copy:
10.1080/07362990701857178

Authors


Andrieu, C More by this author
More by this author
Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Del Moral, P More by this author
Journal:
STOCHASTIC ANALYSIS AND APPLICATIONS
Volume:
26
Issue:
2
Pages:
298-312
Publication date:
2008
DOI:
EISSN:
1532-9356
ISSN:
0736-2994
URN:
uuid:c349d6c1-4828-4187-852d-17f1316c1d3b
Source identifiers:
172682
Local pid:
pubs:172682

Terms of use


Metrics



If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP