Metropolis Monte Carlo sampling: convergence, localization transition and optimality

DOI10.1088/1742-5468/AD002DMaRDI QIDQ6625293zbMATH OpenFDO

Authors Alexei D. Chepelianskii, Satya N. Majumdar, Hendrik Schawe, Emmanuel Trizac

Publication date 28 October 2024

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1742-5468/AD002D

zbMATH Keywords

analysis of algorithmsBrownian motionclassical Monte Carlo simulationsmixingsampling algorithms

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited in

(2)

• Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics
• On the optimal convergence rate for the Metropolis algorithm in one dimension

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