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Author Woodard, Dawn B. ♦ Schmidler, Scott C. ♦ Huber, Mark
Source CiteSeerX
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Multimodal Distribution ♦ Meanfield Ising Model ♦ Torpid Mixing ♦ Sufficient Condition ♦ Convergence Rate ♦ Rapid Mixing ♦ Unequal Covariance ♦ Upper Bound ♦ Latter Result Contrast ♦ Mean-field Potts Model ♦ Markov Chain ♦ Normal Mixture Model ♦ Simulated Tempering ♦ Insufficient Set
Description We obtain upper bounds on the convergence rates of Markov chains constructed by parallel and simulated tempering. These bounds are used to provide a set of sufficient conditions for torpid mixing of both techniques. We apply these conditions to show torpid mixing of parallel and simulated tempering for three examples: a normal mixture model with unequal covariances in R M and the mean-field Potts model with q ≥ 3, regardless of the number and choice of temperatures, and the meanfield Ising model when an insufficient set of temperatures is chosen. The latter result contrasts with the rapid mixing of parallel and simulated tempering on the meanfield Ising model with a linearly increasing set of temperatures as shown previously.
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article
Publisher Date 2007-01-01