A replica exchange MCMC algorithm couples constrained and relaxed chains to sample from disconnected implicit manifolds defined by nonlinear constraints.
arXiv preprint arXiv:1704.03338 , year=
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A Replica Exchange Markov Chain Monte Carlo Method for Disconnected Implicit Manifolds via Tubular Relaxation
A replica exchange MCMC algorithm couples constrained and relaxed chains to sample from disconnected implicit manifolds defined by nonlinear constraints.