arXiv Open Access 2005

Equi-energy sampler with applications in statistical inference and statistical mechanics

S. C. Kou Qing Zhou Wing Hung Wong

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Abstrak

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 statistical mechanics. The equi-energy sampler is applied to a variety of problems, including exponential regression in statistics, motif sampling in computational biology and protein folding in biophysics.

Topik & Kata Kunci

math.ST astro-ph physics.comp-ph

Penulis (3)

S. C. Kou

Qing Zhou

Wing Hung Wong

Format Sitasi

APA MLA BibTeX

Kou, S.C., Zhou, Q., Wong, W.H. (2005). Equi-energy sampler with applications in statistical inference and statistical mechanics. https://arxiv.org/abs/math/0507080

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2005
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓