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Abstract: Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for nite Markov chains with Markov chain Monte Carlo methodology. By determining almost invariant sets of the associated Markov operator, the Monte Carlo sampling splits by a hierarchical annealing process into the essential regions of the state space; therefore UCMC aims at avoiding the typical metastable behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain ... (Update)
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.... We herein present an alternative approach, the uncoupling coupling scheme (UCMC) which has recently been introduced by the rst author in [9]. The UCMC scheme combines the reweighting technique with the hierarchical decomposition of the state space into its metastable sets. The...
.... We herein present a novel approach, the uncoupling coupling scheme (UCMC) which has recently been introduced by the rst author in [9]. This paper focuses on the theoretical background of the UCMC procedure. UCMC combines the reweighting technique with the hierarchical...
Cited by: More
Hierarchical Uncoupling-Coupling of Metastable.. - Fischer, Schütte.. (2002) (Correct)
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BibTeX entry: (Update)
A. Fischer. An uncoupling-coupling technique for Markov chain Monte Carlo methods. Available as ZIB-Report 00-04 via http://www.zib.de/bib/pub/pw, 2000. http://citeseer.ist.psu.edu/article/fischer00uncouplingcoupling.html More
@misc{ fischer00uncouplingcoupling,
author = "A. Fischer",
title = "An uncoupling-coupling technique for Markov chain Monte Carlo methods",
text = "A. Fischer. An uncoupling-coupling technique for Markov chain Monte Carlo
methods. Available as ZIB-Report 00-04 via http://www.zib.de/bib/pub/pw,
2000.",
year = "2000",
url = "citeseer.ist.psu.edu/article/fischer00uncouplingcoupling.html" }
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