arXiv Open Access 2006

Discussion of "Equi-energy sampler" by Kou, Zhou and Wong

Yves F. Atchadé Jun S. Liu

Lihat Sumber

Abstrak

We congratulate Samuel Kou, Qing Zhou and Wing Wong [math.ST/0507080] (referred to subsequently as KZW) for this beautifully written paper, which opens a new direction in Monte Carlo computation. This discussion has two parts. First, we describe a very closely related method, multicanonical sampling (MCS), and report a simulation example that compares the equi-energy (EE) sampler with MCS. Overall, we found the two algorithms to be of comparable efficiency for the simulation problem considered. In the second part, we develop some additional convergence results for the EE sampler.

Topik & Kata Kunci

math.ST

Penulis (2)

Yves F. Atchadé

Jun S. Liu

Format Sitasi

APA MLA BibTeX

Atchadé, Y.F., Liu, J.S. (2006). Discussion of "Equi-energy sampler" by Kou, Zhou and Wong. https://arxiv.org/abs/math/0611217

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2006
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓