Sampling from multimodal distributions using tempered transitions

  title={Sampling from multimodal distributions using tempered transitions},
  author={Radford M. Neal},
  journal={Statistics and Computing},
I present a new Markov chain sampling method appropriate for distributions with isolated modes. Like the recently-developed method of \simulated tempering", the \tempered transition" method uses a series of distributions that interpolate between the distribution of interest and a distribution for which sampling is easier. The new method has the advantage that it does not require approximate values for the normalizing constants of these distributions, which are needed for simulated tempering… CONTINUE READING
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