Highly Influenced

# 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} }

- Published 2012 in Statistics and Computing
DOI:10.1007/s11222-010-9206-z

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