Translator Disclaimer
August 2006 Discussion of “Equi-energy sampler” by Kou, Zhou and Wong
Yves F. Atchadé, Jun S. Liu
Ann. Statist. 34(4): 1620-1628 (August 2006). DOI: 10.1214/009053606000000489

Abstract

We congratulate Samuel Kou, Qing Zhou and Wing Wong (referred to subsequently as KZW) for this beautifully written paper, which opens a new direction in Monte Carlo computation. This discussion has two parts. First, we describe a very closely related method, multicanonical sampling (MCS), and report a simulation example that compares the equi-energy (EE) sampler with MCS. Overall, we found the two algorithms to be of comparable efficiency for the simulation problem considered. In the second part, we develop some additional convergence results for the EE sampler.

Citation

Download Citation

Yves F. Atchadé. Jun S. Liu. "Discussion of “Equi-energy sampler” by Kou, Zhou and Wong." Ann. Statist. 34 (4) 1620 - 1628, August 2006. https://doi.org/10.1214/009053606000000489

Information

Published: August 2006
First available in Project Euclid: 3 November 2006

zbMATH: 1246.82051
MathSciNet: MR2283711
Digital Object Identifier: 10.1214/009053606000000489

Rights: Copyright © 2006 Institute of Mathematical Statistics

JOURNAL ARTICLE
9 PAGES


SHARE
Vol.34 • No. 4 • August 2006
Back to Top