Parallel and interacting Markov chains Monte Carlo method

dc.creatorCampillo, Fabien
dc.creatorRossi, Vivien
dc.date2006-10-05
dc.date.accessioned2026-07-07T07:28:45Z
dc.date.available2026-07-07T07:28:45Z
dc.descriptionIn many situations it is important to be able to propose $N$ independent realizations of a given distribution law. We propose a strategy for making $N$ parallel Monte Carlo Markov Chains (MCMC) interact in order to get an approximation of an independent $N$-sample of a given target law. In this method each individual chain proposes candidates for all other chains. We prove that the set of interacting chains is itself a MCMC method for the product of $N$ target measures. Compared to independent parallel chains this method is more time consuming, but we show through concrete examples that it possesses many advantages: it can speed up convergence toward the target law as well as handle the multi-modal case.
dc.identifierhttps://arxiv.org/abs/math/0610181
dc.identifierhttp://arxiv.org/abs/math/0610181
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/117847
dc.subjectProbability
dc.titleParallel and interacting Markov chains Monte Carlo method
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