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August 2006 Equi-energy sampler with applications in statistical inference and statistical mechanics
S. C. Kou, Qing Zhou, Wing Hung Wong
Ann. Statist. 34(4): 1581-1619 (August 2006). DOI: 10.1214/009053606000000515


We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and estimation. Complementary to the widely used temperature-domain methods, the equi-energy sampler, utilizing the temperature–energy duality, targets the energy directly. The focus on the energy function not only facilitates efficient sampling, but also provides a powerful means for statistical estimation, for example, the calculation of the density of states and microcanonical averages in statistical mechanics. The equi-energy sampler is applied to a variety of problems, including exponential regression in statistics, motif sampling in computational biology and protein folding in biophysics.


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S. C. Kou. Qing Zhou. Wing Hung Wong. "Equi-energy sampler with applications in statistical inference and statistical mechanics." Ann. Statist. 34 (4) 1581 - 1619, August 2006.


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

zbMATH: 1246.82054
MathSciNet: MR2283711
Digital Object Identifier: 10.1214/009053606000000515

Primary: 65C05
Secondary: 62F15 , 65C40 , 82B80

Keywords: density of states , energy , estimation , microcanonical distribution , motif sampling , protein folding , sampling , temperature

Rights: Copyright © 2006 Institute of Mathematical Statistics


Vol.34 • No. 4 • August 2006
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