Equi-energy sampler with applications in statistical inference and statistical mechanics
S. C. Kou, Qing Zhou, Wing Hung Wong
The Annals of Statistics · 2006 · Volume 34 · Issue 4
DOI: 10.1214/009053606000000515
Abstract
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.
Keywords
62F15, 65C05, 65C40, 82B80, density of states, energy, estimation, microcanonical distribution, motif sampling, protein folding, sampling, temperature
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