Improving the acceptance in Monte Carlo simulations: sampling through intermediate states

DOI10.1016/J.JCP.2015.04.014MaRDI QIDQ350094zbMATH OpenOpenAlexFDO

Authors Federico G. Pazzona, Pierfranco Demontis, Giuseppe B. Suffritti

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2015.04.014

zbMATH Keywords

Boltzmann distributiondetailed balanceMarkov chainMonte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• A Guide to Monte Carlo Simulations in Statistical Physics
• A multi-point Metropolis scheme with generic weight functions
• Advanced Markov chain Monte Carlo methods. Learning from past samples.
• An adaptive Metropolis algorithm
• An improved acceptance procedure for the hybrid Monte Carlo algorithm
• Coarse-grained stochastic processes for microscopic lattice systems
• Equation of state calculations by fast computing machines
• scientific article; zbMATH DE number 46777 (Why is no real title available?)
• Interacting multiple try algorithms with different proposal distributions
• Monte Carlo sampling methods using Markov chains and their applications
• Multipoint Metropolis method with application to hybrid Monte Carlo
• On the flexibility of the design of multiple try Metropolis schemes
• The Multiple-Try Method and Local Optimization in Metropolis Sampling

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