The Annals of Statistics, Vol. 39, No. 2 (April 2011), pp. 673-701 (29 pages) The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U (0, 1) random ...
Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...
Inference for a complex system with a rough energy landscape is a central topic in Monte Carlo computation. Motivated by the successes of the Wang—Landau algorithm in discrete systems, we generalize ...