Discussion of equi-energy sampler by Kou, Zhou and Wong
成果类型：
Editorial Material
署名作者：
Atchade, Yves F.; Liu, Jun S.
署名单位：
University of Ottawa; Harvard University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/009053606000000489
发表日期：
2006
页码：
1620-1628
关键词：
摘要：
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.