Loading Events

« All Events

  • This event has passed.
:

The Generalized Multiset Sampler

December 31, 2021 @ 1:00 pm - 2:00 pm KST

B378 Seminar room, IBS, 55 Expo-ro Yuseong-gu
Daejeon, 34126 Korea, Republic of
+ Google Map

Speaker

Hyukpyo Hong
KAIST

We will discuss about “The Generalized Multiset Sampler”, Kim and MacEachern, The Journal of Computation and Graphical Statistics, 2021

Abstract: The multiset sampler, an MCMC algorithm recently proposed by Leman and coauthors, is an easy-to-implement algorithm which is especially well-suited to drawing samples from a multimodal distribution. We generalize the algorithm by redefining the multiset sampler with an explicit link between target distribution and sampling distribution. The generalized formulation replaces the multiset with a K-tuple, which allows us to use the algorithm on unbounded parameter spaces, improves estimation, and sets up further extensions to adaptive MCMC techniques. Theoretical properties of the algorithm are provided and guidance is given on its implementation. Examples, both simulated and real, confirm that the generalized multiset sampler provides a simple, general and effective approach to sampling from multimodal distributions. Supplementary materials for this article are available online.

Details

Date:
December 31, 2021
Time:
1:00 pm - 2:00 pm KST
Event Category:

Organizer

Jae Kyoung Kim
Email:
jaekkim@kaist.ac.kr

Venue

B378 Seminar room, IBS
55 Expo-ro Yuseong-gu
Daejeon, 34126 Korea, Republic of
+ Google Map
IBS 의생명수학그룹 Biomedical Mathematics Group
기초과학연구원 수리및계산과학연구단 의생명수학그룹
대전 유성구 엑스포로 55 (우) 34126
IBS Biomedical Mathematics Group (BIMAG)
Institute for Basic Science (IBS)
55 Expo-ro Yuseong-gu Daejeon 34126 South Korea
Copyright © IBS 2021. All rights reserved.