Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling

Vrugt, Jasper A.; Braak, Cajo J. F. ter; Diks, Cees; Robinson, B.A.; Hyman, James M.; Higdon, David

doi:10.1515/ijnsns.2009.10.3.273

articleInternational Journal of Nonlinear Sciences and Numerical SimulationJan 1, 2009Closed access

Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling

JAJasper A. Vrugt CJCajo J. F. ter Braak CDCees Diks BRB.A. Robinson JMJames M. Hyman

Los Alamos National Laboratory

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Abstract

Article Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling was published on March 1, 2009 in the journal International Journal of Nonlinear Sciences and Numerical Simulation (volume 10, issue 3).

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FWCI: 34.06
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References: 40

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Authors

6

Topics & keywords

Topics

Keywords

Markov chain Monte Carlo
Markov chain
Monte Carlo method
Subspace topology
Statistical physics
Computer science
Sampling (signal processing)
Markov chain mixing time

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