Monte Carlo without chains

DOI10.2140/camcos.2008.3.77zbMath1165.65302arXiv0802.1046MaRDI QIDQ1018992

Alexandre Joel Chorin

Publication date: 26 May 2009

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.1046

zbMATH Keywords

algorithm; Monte Carlo method; spin glasses; spin systems; marginals; sampling method; no Markov chains

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C05: Monte Carlo methods

82D30: Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses)