Large deviations in Monte Carlo methods

DOI10.1007/978-3-642-54251-0_6MaRDI QIDQ5261899zbMATH OpenOpenAlexFDO

Authors Federico Ricci-Tersenghi, Andrea Pelissetto

Publication date 8 July 2015

Published in Large Deviations in Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-54251-0_6

zbMATH Keywords

Boltzmann-Gibbs distributiondynamic Monte Carlo methodlarge deviationsmulti-canonical samplingmultiple histogram methodsimulated temperingumbrella sampling

Mathematics Subject Classification ID

Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Phase transitions (general) in equilibrium statistical mechanics (82B26) Critical phenomena in equilibrium statistical mechanics (82B27)

Cited in

(9)

• Bounding the variance in Monte Carlo experiments
• Temperature in and out of equilibrium: a review of concepts, tools and attempts
• Distance between configurations in Markov chain Monte Carlo simulations
• The inefficiency of re-weighted sampling and the curse of system size in high-order path integration
• scientific article; zbMATH DE number 1303210 (Why is no real title available?)
• A study of the multi-canonical Monte Carlo method
• scientific article; zbMATH DE number 1163492 (Why is no real title available?)
• Numerical computation of rare events via large deviation theory
• Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise

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