Evolutionary MCMC revisited: A comparative study

Abstract

Bayesian reasoning and inference play a prominent role in machine learning (Andrieu et al., 2003). It requires evaluation of integrals of the form EX (f ) =∫ Ω f (x)π(dx) that in most cases cannot been done a- nalytically and are often high dimensional, the func- tion f has multiple modes and probability distribu- tion π has a heavy tail.