2005/07/31 by S. C. Kou, Qing Zhou, Wing Hung Wong · 2 citations
Mathematics · Physics and Astronomy · #math.ST #astro-ph #physics.comp-ph #stat.TH #msc:65C05 #msc:65C40 #msc:82B80 #msc:62F15
paper · pdf · doi:10.1214/009053606000000515
published as Annals Statist.34:1581-1619,2006 · 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)
arxiv created 2006/11/08 · arxiv updated 2011/02/11
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.