On swapping and simulated tempering algorithms


AbstractIn this paper we study the relationships between two Markov Chain Monte Carlo algorithms—the Swapping Algorithm (also known as the Metropolis-coupled algorithm) and the simulated tempering algorithm. We give a proof that the spectral gap of the simulated tempering chain is bounded below by a multiple of that of the swapping chain

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Last time updated on 6/4/2019

This paper was published in Elsevier - Publisher Connector .

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