research
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12/24/2021
Annealed Leap-Point Sampler for Multimodal Target Distributions
In Bayesian statistics, exploring multimodal posterior distribution pose...
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09/25/2020
Skew Brownian Motion and Complexity of the ALPS Algorithm
Simulated tempering is a popular method of allowing MCMC algorithms to m...
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10/13/2018
Optimal Temperature Spacing for Regionally Weight-preserving Tempering
Parallel tempering is popular method for allowing MCMC algorithms to pro...
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08/30/2018
Accelerating Parallel Tempering: Quantile Tempering Algorithm (QuanTA)
Using MCMC to sample from a target distribution, π(x) on a d-dimensional...
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08/14/2018