Equi-energy sampler with applications in statistical inference and statistical mechanics
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.
Keywords
Cite
@article{arxiv.math/0507080,
title = {Equi-energy sampler with applications in statistical inference and statistical mechanics},
author = {S. C. Kou and Qing Zhou and Wing Hung Wong},
journal= {arXiv preprint arXiv:math/0507080},
year = {2011}
}
Comments
This paper discussed in: [math.ST/0611217], [math.ST/0611219], [math.ST/0611221], [math.ST/0611222]. Rejoinder in [math.ST/0611224]. Published at http://dx.doi.org/10.1214/009053606000000515 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)