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Weight-preserving simulated tempering |
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| Authors: | Tawn Nicholas G Roberts Gareth O Rosenthal Jeffrey S |
| Institution: | 1.Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK ;2.Department of Statistical Sciences, University of Toronto, 100 St. George Street, Room 6018, Toronto, ON, M5S 3G3, Canada ; |
| Abstract: | Statistics and Computing - Simulated tempering is a popular method of allowing MCMC algorithms to move between modes of a multimodal target density $$\pi $$. One problem with simulated tempering... |
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