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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.
Evolutionary Computation, 2005. The 2005 IEEE Congress on (Volume:3 )
Date of Conference: 2-5 Sept. 2005