Open Access
March, 1991 Chaining Via Annealing
M. Evans
Ann. Statist. 19(1): 382-393 (March, 1991). DOI: 10.1214/aos/1176347989


Chaining, in combination with adaptive importance sampling, can provide an effective technique for the numerical evaluation of high-dimensional integrals in the context of a posterior analysis. In many statistical problems ways of applying chaining can be found which depend heavily on the structure of the problem. In this paper we consider a very general method of implementing chaining for arbitrary integrals. Also, we show that chaining can be applied to solve global optimization problems and prove several generalizations of a theorem of Pincus.


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M. Evans. "Chaining Via Annealing." Ann. Statist. 19 (1) 382 - 393, March, 1991.


Published: March, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0739.65119
MathSciNet: MR1091858
Digital Object Identifier: 10.1214/aos/1176347989

Primary: 62E30
Secondary: 62E25 , 65C05 , 65D30

Keywords: Adaptive importance sampling , chaining annealing , global optimization , Pincus' Theorem

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 1 • March, 1991
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