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PRODID:-//Biomedical Mathematics Group - ECPv6.15.20//NONSGML v1.0//EN
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X-ORIGINAL-URL:https://www.ibs.re.kr/bimag
X-WR-CALDESC:Events for Biomedical Mathematics Group
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TZID:Asia/Seoul
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TZOFFSETFROM:+0900
TZOFFSETTO:+0900
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DTSTART:20200101T000000
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BEGIN:VEVENT
DTSTART;TZID=Asia/Seoul:20211231T130000
DTEND;TZID=Asia/Seoul:20211231T140000
DTSTAMP:20260427T053424
CREATED:20211230T190000Z
LAST-MODIFIED:20211227T004211Z
UID:5306-1640955600-1640959200@www.ibs.re.kr
SUMMARY:The Generalized Multiset Sampler
DESCRIPTION:We will discuss about “The Generalized Multiset Sampler”\, Kim and MacEachern\, The Journal of Computation and Graphical Statistics\, 2021 \nAbstract: 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.
URL:https://www.ibs.re.kr/bimag/event/2021-12-31/
LOCATION:B378 Seminar room\, IBS\, 55 Expo-ro Yuseong-gu\, Daejeon\, 34126\, Korea\, Republic of
CATEGORIES:Journal Club
ORGANIZER;CN="Jae Kyoung Kim":MAILTO:jaekkim@kaist.ac.kr
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