Parallel MCMC algorithm for bayesian system identification

A generalised framework for Metropolis-Hastings admits many algorithms as specialisations and allows for synthesis of multiple methods to create a parallel algorithm, with no tuning required, to efficiently draw uncorrelated samples, from the posterior density in Bayesian systems identification, at lower computational cost in comparison with conventional samplers. Two automatic annealing schemes demonstrate complementary robustness in detecting multi-modal distribution.