Feedback mechanism for swap dynamics that captures mixing objectives
Develop a swap-dependent feedback mechanism for parallel tempering Markov Chain Monte Carlo that effectively captures the objective of reducing autocorrelation and improving mixing, suitable for use as a reward or control signal when adaptively selecting temperatures.
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References
Frequently swapping states with hotter chains in parallel tempering helps reduce autocorrelation. However, developing a feedback mechanism for the swap mechanism that effectively captures this goal remains an open challenge.
— Policy Gradients for Optimal Parallel Tempering MCMC
(2409.01574 - Zhao et al., 3 Sep 2024) in Section "Swap Mean Distance"