An algorithm derived from the Metropolis algorithm

DOI10.1016/J.CRMA.2017.10.002MaRDI QIDQ1677889zbMATH OpenOpenAlexFDO

Authors Bernard Schnetzler

Publication date 13 November 2017

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.crma.2017.10.002

zbMATH Keywords

Metropolis algorithmGibbs distribution

Mathematics Subject Classification ID

Stochastic particle methods (65C35)

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Cites work

• scientific article; zbMATH DE number 3152611 (Why is no real title available?)
• Equation of state calculations by fast computing machines
• Monte Carlo sampling methods using Markov chains and their applications

Cited in

(1)

• What do we know about the Metropolis algorithm?

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