Department of
presents
Samuel Kou
Department of
Equi-energy sampler: From statistical inference to
statistical mechanics
Abstract
We introduce a new sampling algorithm, the equi-energy sampler, for efficient statistical sampling and
estimation. Complementary to the widely used temperature-domain methods,
the equi-energy sampler, utilizing the
temperature-energy duality, targets the energy directly. The focus on the
energy function not only facilitates efficient sampling, but also provides a
powerful means for statistical estimation, for example, the calculation of the
density of states and microcanonical averages in
statistical mechanics. The equi-energy sampler is
applied to a variety of problems, including exponential regression in
statistics, motif sampling in computational biology, and protein folding in
biophysics.
This work is joint with Qing Zhou and Wing Wong.
Friday, April 11, 2008
3:35 - 4:15 pm
206 Cox Hall
Refreshments will be served in the common area of 222 Dabney Hall at 3:00 pm.