Evolutionary Markov Chain Monte Carlo

Abstract

Markov chain Monte Carlo (MCMC) is a popular class of algorithms to sample from a complex distribution. A key issue in the design of MCMC algorithms is to improve the proposal mechanism and the mixing behaviour. This has led some authors to propose the use of a population of MCMC chains, while others go even further by integrating techniques from… (More)
DOI: 10.1007/978-3-540-24621-3_6

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