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Convergence of some partially parallel Gibbs samplers with annealing. (English) Zbl 0771.60050

Summary: We consider the Gibbs sampler dynamics with simulated annealing and partially parallel updating scheme, as proposed by TrouvĂ©. It is known that in some cases the support of the limiting measure does not coincide with the set of global maxima of the underlying energy function. We provide some new simple examples of this undesirable behavior. However, we also prove that for one-dimensional binary models with nearest neighbor interaction the algorithm works “generically”. We prove also that for two-dimensional models with nearest neighbor ferromagnetic constant interactions the algorithm works.

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60K35 Interacting random processes; statistical mechanics type models; percolation theory
65C05 Monte Carlo methods
68Q10 Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.)
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