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Abstract: One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge of the location of these modes can be incorporated into the MCMC sampler by introducing mode-hopping moves that satisfy detailed balance. The proposed sampling algorithm explores local mode structure through local MCMC moves (e.g. diffusion or Hybrid Monte Carlo) but in addition also represents the relative... (Update)
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BibTeX entry: (Update)
C. Sminchisescu, M. Welling, and G. Hinton. A Mode-Hopping MCMC Sampler. Technical Report CSRG-478, University of Toronto, submitted to Machine Learning Journal, September 2003. 29 http://citeseer.ist.psu.edu/sminchisescu03modehopping.html More
@misc{ sminchisescu03modehopping,
author = "C. Sminchisescu and M. Welling and G. Hinton",
title = "A Mode-Hopping MCMC Sampler",
text = "C. Sminchisescu, M. Welling, and G. Hinton. A Mode-Hopping MCMC Sampler.
Technical Report CSRG-478, University of Toronto, submitted to Machine Learning
Journal, September 2003. 29",
year = "2003",
url = "citeseer.ist.psu.edu/sminchisescu03modehopping.html" }
Citations (may not include all citations):686 Practical Methods of Optimization (context) - Fletcher - 1987
364 CONDENSATION -- Conditional Density Propagation for Visual T.. - Isard, Blake - 1998
199 Probabilistic Inference Using Markov Chain Monte Carlo - Neal - 1993
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50 Training Products of Experts by Minimizing Contrastive Diver.. - Hinton - 2002
42 Annealed Importance Sampling - Neal - 1998
42 Annealed Importance Sampling - Neal - 2001
29 Covariance-Scaled Sampling for Monocular 3D Body Tracking - Sminchisescu, Triggs - 2001
25 Implicit Probabilistic Models of Human Motion for Synthesis .. - Sidenbladh, Black et al. - 2002
23 Sampling from multimodal distributions using tempered transi.. - Neal - 1996
22 People Tracking Using Hybrid Monte Carlo Filtering - Choo, Fleet - 2001
11 Adaptive Markov Chain Monte Carlo Through Regeneration - Gilks, Roberts et al. - 1998
10 Kinematic Jump Processes for Monocular 3D Human Tracking - Sminchisescu, Triggs - 2003
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