Equi-energy sampler with applications in statistical inference and statistical mechanics
Wong, Wing Hung
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CitationKou, Samuel, Qing Zhou, and Wing Hung Wong. 2006. Equi-energy sampler with applications in statistical inference and statistical mechanics. Annals of Statistics 34(4): 1581-1619.
AbstractWe 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.
Citable link to this pagehttp://nrs.harvard.edu/urn-3:HUL.InstRepos:2766292
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