Abstract
Evolutionary Markov Chain Monte Carlo (EMCMC) is a class of algorithms obtained by merging Markov chain Monte Carlo algorithms with evolutionary computation methods. EMCMC integrates techniques from the EC framework (population, recombination and selection) into the MCMC framework to increase the performance of the standard MCMC algorithms. In this paper, we show how to use recombination operators in EMCMC and how to combine them with other existing MCMC techniques (e.g. mutation and selection). We illustrate these principles by means of an example.
Original language | English |
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Title of host publication | The 2005 IEEE Congress on Evolutionary Computation, 2-5 September 2005, Edinburgh, Scotland |
Place of Publication | Piscataway |
Publisher | Institute of Electrical and Electronics Engineers |
Pages | 2024-2031 |
Number of pages | 8 |
ISBN (Print) | 0780393635 |
DOIs | |
Publication status | Published - 2005 |
Externally published | Yes |
Event | 2005 IEEE Congress on Evolutionary Computation (CEC 2005) - Edinburgh, Scotland, United Kingdom Duration: 2 Sep 2005 → 5 Sep 2005 |
Conference
Conference | 2005 IEEE Congress on Evolutionary Computation (CEC 2005) |
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Country | United Kingdom |
City | Edinburgh, Scotland |
Period | 2/09/05 → 5/09/05 |
Other | The 2005 IEE Congress on Evolutionary Computation (CEC 2005) |