Equi-energy Sampler with Applications in Statistical Inference and Statistical Mechanics 1,2,3

@inproceedings{Kou2006EquienergySW,
  title={Equi-energy Sampler with Applications in Statistical Inference and Statistical Mechanics 1,2,3},
  author={Samuel C. Kou and Qing Zhou and Wing Hung Wong},
  year={2006}
}
We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature–energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in… CONTINUE READING
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