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Equi-energy sampler with applications in statistical inference and statistical mechanics

S. C. Kou·Qing Zhou·Wing Hung Wong
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Abstract

We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature--energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in statistical mechanics. The equi-energy sampler is applied to a variety of problems, including exponential regression in statistics, motif sampling in computational biology and protein folding in biophysics.

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BibTeXRIS

S. C. Kou, Qing Zhou, Wing Hung Wong. 2005-07-04. Equi-energy sampler with applications in statistical inference and statistical mechanics. https://doi.org/10.1214/009053606000000515

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