# A Repelling–Attracting Metropolis Algorithm for Multimodality

@article{Tak2018ARM, title={A Repelling–Attracting Metropolis Algorithm for Multimodality}, author={Hyungsuk Tak and Xiao-Li Meng and David A. van Dyk}, journal={Journal of Computational and Graphical Statistics}, year={2018}, volume={27}, pages={479 - 490} }

ABSTRACT Although the Metropolis algorithm is simple to implement, it often has difficulties exploring multimodal distributions. We propose the repelling–attracting Metropolis (RAM) algorithm that maintains the simple-to-implement nature of the Metropolis algorithm, but is more likely to jump between modes. The RAM algorithm is a Metropolis-Hastings algorithm with a proposal that consists of a downhill move in density that aims to make local modes repelling, followed by an uphill move in…

## 18 Citations

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