Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions

Citation
B. Woodard, Dawn et al., Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions, Annals of applied probability , 19(2), 2009, pp. 617-640
ISSN journal
10505164
Volume
19
Issue
2
Year of publication
2009
Pages
617 - 640
Database
ACNP
SICI code
Abstract
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated tempering. These bounds imply a single set of sufficient conditions for rapid mixing of both techniques. A direct consequence of our results is rapid mixing of parallel and simulated tempering for several normal mixture models, and for the mean-field Ising model.