Skip to main content
U.S. Department of Energy
Office of Scientific and Technical Information

Ensemble Markov Chain Monte Carlo with Teleporting Walkers

Journal Article · · SIAM/ASA Journal on Uncertainty Quantification
DOI:https://doi.org/10.1137/21m1425062· OSTI ID:1980776
 [1];  [2];  [3]
  1. Courant Institute of Mathematical Sciences, New York University, New York, NY 10012 USA (, ).; OSTI
  2. Courant Institute of Mathematical Sciences, New York University, New York, NY 10012 USA (, ).
  3. 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, Journal Name: SIAM/ASA Journal on Uncertainty Quantification Journal Issue: 3 Vol. 10; ISSN 2166-2525
Publisher:
Society for Industrial and Applied Mathematics (SIAM)
Country of Publication:
United States
Language:
English

References (18)

A general purpose sampling algorithm for continuous distributions (the t-walk) journal June 2010
Partial differential equations and stochastic methods in molecular dynamics journal May 2016
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors journal June 2011
Adaptive Direction Sampling journal January 1994
On Divergences and Informations in Statistics and Information Theory journal October 2006
Monte Carlo Methods in Statistical Mechanics: Foundations and New Algorithms book January 1997
Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler journal January 2020
Parallel tempering: Theory, applications, and new perspectives journal January 2005
Ensemble samplers with affine invariance journal January 2010
Ensemble preconditioning for Markov chain Monte Carlo simulation journal February 2017
emcee : The MCMC Hammer
  • Foreman-Mackey, Daniel; Hogg, David W.; Lang, Dustin
  • Publications of the Astronomical Society of the Pacific, Vol. 125, Issue 925 https://doi.org/10.1086/670067
journal March 2013
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo journal January 2020
Umbrella sampling: a powerful method to sample tails of distributions journal August 2018
Markov Chains and Mixing Times journal January 2017
A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces journal September 2006
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference journal January 2020
CosmoSIS: Modular cosmological parameter estimation journal September 2015
Rare Event Sampling Improves Mercury Instability Statistics journal December 2021

Similar Records

Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
Journal Article · Tue Dec 31 23:00:00 EST 2019 · SIAM/ASA Journal on Uncertainty Quantification · OSTI ID:1803977

Ensemble preconditioning for Markov chain Monte Carlo simulation
Journal Article · Sun Feb 26 19:00:00 EST 2017 · Statistics and Computing · OSTI ID:1344938

Related Subjects