Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated …