Tuning tempered transitions

@article{Behrens2012TuningTT,
  title={Tuning tempered transitions},
  author={Gundula Behrens and Nial Friel and Merrilee Hurn},
  journal={Statistics and Computing},
  year={2012},
  volume={22},
  pages={65-78}
}
The method of tempered transitions was proposed by Neal (199 6) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimoda l distributions. In common with methods such as simulated tempering and Metropolis-couple d MCMC, the key idea is to utilise a series of successively easier to sample distributions to improve m ovement around the state space. Tempered transitions does this by incorporating moves through these l s modal distributions into the MCMC… CONTINUE READING

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