Difference between revisions of "Heated chains"
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Latest revision as of 08:47, 29 December 2006
In Metropolis-coupled Markov chain Monte Carlo, heated chains have the following characteristics:
- The most sophisticated way to avoid getting stuck in local optima involves heated chains.
- There is a main, true chain, and several heated chains, all running in parallel.
- Every so often, the true chain picks as its proposed tree the location of a heated chain.
- If the new tree is accepted, the heated chain and main chain swap and continue.
- The heated chains experience a more “flattened” landscape and so can move through deep valleys more easily.
Note: Also, multiple heated chains.
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