An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration

  title={An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration},
  author={Luke Bornn and Pierre E. Jacob and Pierre Del Moral and A. Doucet},
  journal={Journal of Computational and Graphical Statistics},
  pages={749 - 773}
  • L. Bornn, P. Jacob, +1 author A. Doucet
  • Published 18 September 2011
  • Computer Science, Mathematics
  • Journal of Computational and Graphical Statistics
While statisticians are well-accustomed to performing exploratory analysis in the modeling stage of an analysis, the notion of conducting preliminary general-purpose exploratory analysis in the Monte Carlo stage (or more generally, the model-fitting stage) of an analysis is an area that we feel deserves much further attention. Toward this aim, this article proposes a general-purpose algorithm for automatic density exploration. The proposed exploration algorithm combines and expands upon… 
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