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. Author manuscript; available in PMC: 2019 Mar 25.
Published in final edited form as: Commun Stat Simul Comput. 2017 Feb 28;46(7):5070–5084. doi: 10.1080/03610918.2016.1143103

Algorithm 1.

Adjusted Single Queue Equi-Energy algorithm (ASQEE)

Assign X1(W) an initial ordering, set D^l=,l=1,2,,W.
For n = 1,2,···
For l = W,W − 1,··· ,1
  1: if n > (Wl)(B + N) (B is the burn in period) then
  2:     do
  3:     if l = W or if D^I(Xn1(i))then
  4:         Perform local M-H move to update Xn1(l) by Xn(l) with target distribution πl
  5:     else if l < W AND if D^I(Xn1(l))then
  6:         Generate μU(0,1)
  7:         if μ > pee then
  8:             Perform local M-H move to update Xn1(l) by Xn(l) with target distribution πl
  9:         else if μpee then
  10:             Uniformly pick a state y from D^I(Xn1(l))(D^I(Xn1(l)) is the union of all previ-ous energy rings with similar energy level) and Xn(l)y with probability min(1,πl(y)Q(y;Xn1(l))πl(Xn1(l))Q(Xn1(l);y))(Q(.,.) is the transition kernel function; Xn(l)Xn1(l) with the remaining probability
  11:         end if
  12:     end if
  13:     if n > (Wl)(B + N) + B then
  14:         D^I(Xn(l))D^I(Xn(l))+{Xn(l)}
  15:     end if
  16: end if