Ensemble Markov Chain Monte Carlo with Teleporting Walkers

Lindsey, Michael; Weare, Jonathan; Zhang, Anna

doi:10.1137/21m1425062

Ensemble Markov Chain Monte Carlo with Teleporting Walkers

Journal Article · 29 July 2022 · SIAM/ASA Journal on Uncertainty Quantification

DOI:https://doi.org/10.1137/21m1425062· OSTI ID:1980776

^[1]; Weare, Jonathan ^[1]; Zhang, Anna ^[2]

Courant Institute of Mathematical Sciences, New York University, New York, NY 10012 USA (, ).
Stuyvesant High School, New York, NY 10282 USA ().

Not provided.

Research Organization:: New York Univ. (NYU), NY (United States)

Sponsoring Organization:: USDOE Office of Science (SC)

DOE Contract Number:: SC0020427

OSTI ID:: 1980776

Journal Information:: SIAM/ASA Journal on Uncertainty Quantification, Vol. 10, Issue 3; ISSN 2166-2525

Publisher:: Society for Industrial and Applied Mathematics (SIAM)

Country of Publication:: United States

Language:: English

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Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo Dinner, Aaron R.; Thiede, Erik H.; Koten, Brian Van SIAM/ASA Journal on Uncertainty Quantification, Vol. 8, Issue 3 https://doi.org/10.1137/18M122964X	journal	January 2020
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Ensemble preconditioning for Markov chain Monte Carlo simulation Leimkuhler, Benedict; Matthews, Charles; Weare, Jonathan Statistics and Computing, Vol. 28, Issue 2 https://doi.org/10.1007/s11222-017-9730-1	journal	February 2017
Partial differential equations and stochastic methods in molecular dynamics Lelièvre, Tony; Stoltz, Gabriel Acta Numerica, Vol. 25 https://doi.org/10.1017/S0962492916000039	journal	May 2016
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