Equi-energy sampler with applications in statistical inference and statistical mechanics
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Equi-energy sampler with applications in statistical inference and statistical mechanics
| Title: | Equi-energy sampler with applications in statistical inference and statistical mechanics |
| Author: |
Kou, Shingchang; Wong, Wing Hung; Zhou, Qing
Note: Order does not necessarily reflect citation order of authors. |
| Citation: | Kou, 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. |
| Full Text & Related Files: |
EE-AnnStat.pdf (2.087Mb; PDF) 
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| Abstract: | 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. |
| Published Version: | http://dx.doi.org/10.1214/009053606000000515 |
| Terms of Use: | This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAA |
| Citable link to this page: | http://nrs.harvard.edu/urn-3:HUL.InstRepos:2766292 |
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