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Anytime parallel tempering

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0 Published in 2021 at "Statistics and Computing"

DOI: 10.1007/s11222-021-10048-0

Abstract: Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance independently through local moves,… read more here.

Keywords: parallel tempering; local moves; methodology; time ... See more keywords