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  • Title: Replica-exchange Monte Carlo scheme for bayesian data analysis.
    Author: Habeck M, Nilges M, Rieping W.
    Journal: Phys Rev Lett; 2005 Jan 14; 94(1):018105. PubMed ID: 15698139.
    Abstract:
    We develop a sampling algorithm to explore the probability densities arising in Bayesian data analysis problems. Our algorithm is a multiparameter generalization of a replica-exchange Monte Carlo scheme. The strategy relies on gradual weighing of experimental data and on Tsallis generalized statistics. We demonstrate the effectiveness of the method on nuclear magnetic resonance data for a folded protein.
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