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      PAWL-Forced Simulated Tempering

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          Abstract

          In this short note, we show how the parallel adaptive Wang-Landau (PAWL) algorithm of Bornn et al. (2013) can be used to automate and improve simulated tempering algorithms. While Wang-Landau and other stochastic approximation methods have frequently been applied within the simulated tempering framework, this note demonstrates through a simple example the additional improvements brought about by parallelization, adaptive proposals and automated bin splitting.

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          Journal
          2013-05-22
          Article
          1305.5017
          344669b7-528d-4855-afb5-66c05e68c6b5

          http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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          Custom metadata
          Proceedings of BAYSM, 2013
          stat.CO stat.ML

          Machine learning,Mathematical modeling & Computation
          Machine learning, Mathematical modeling & Computation

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