Publications [#258648] of Scott C. Schmidler
Papers Published
- Woodard, DB; Schmidler, SC; Huber, M. "Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions." Annals of Applied Probability 19.2 (April, 2009): 617-640. [doi]
(last updated on 2026/01/15)Abstract:
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated tempering. These bounds imply a single set of sufficient conditions for rapid mixing of both techniques. A direct consequence of our results is rapid mixing of parallel and simulated tempering for several normal mixture models, and for the mean-field Ising model. © Institute of Mathematical Statistics, 2009.