dorsal/arxiv
View SchemaA New Technique for Sampling Multi-Modal Distributions
| Authors | K. J. Abraham, L. M. Haines |
|---|---|
| Categories | |
| ArXiv ID | physics/9903044 |
| URL | https://arxiv.org/abs/physics/9903044 |
| DOI | 10.1006/jcph.1999.6343 |
Abstract
In this paper we demonstrate that multi-modal Probability Distribution Functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integrations by Monte-Carlo methods. This algorithm can be used to generate an input PDF which can be used as an independence sampler in a Metropolis-Hastings chain to sample otherwise troublesome distributions.Some examples in one two and five dimensions are worked out.
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"abstract": "In this paper we demonstrate that multi-modal Probability Distribution\nFunctions (PDFs) may be efficiently sampled using an algorithm originally\ndeveloped for numerical integrations by Monte-Carlo methods. This algorithm can\nbe used to generate an input PDF which can be used as an independence sampler\nin a Metropolis-Hastings chain to sample otherwise troublesome\ndistributions.Some examples in one two and five dimensions are worked out.",
"arxiv_id": "physics/9903044",
"authors": [
"K. J. Abraham",
"L. M. Haines"
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"doi": "10.1006/jcph.1999.6343",
"title": "A New Technique for Sampling Multi-Modal Distributions",
"url": "https://arxiv.org/abs/physics/9903044"
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