Assign an initial ordering, set
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For n = 1,2,··· |
For l = W,W − 1,··· ,1 |
1: if
n > (W − l)(B + N) (B is the burn in period) then
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2: do |
3: if
l = W or if ∅ then
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4: Perform local M-H move to update by with target distribution πl
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5: else if
l < W AND if ∅ then
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6: Generate μ ∼ U(0,1) |
7: if
μ > pee
then
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8: Perform local M-H move to update by with target distribution πl
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9: else if then
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10: Uniformly pick a state y from is the union of all previ-ous energy rings with similar energy level) and with probability is the transition kernel function; with the remaining probability |
11: end if
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12: end if
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13: if
n > (W − l)(B + N) + B
then
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14:
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15: end if
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16: end if
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