The Wang-Landau algorithm reaches the flat histogram criterion in finite time

DOI10.1214/12-AAP913zbMath1288.65005arXiv1110.4025MaRDI QIDQ2443184

Pierre E. Jacob, Robin J. Ryder

Publication date: 4 April 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.4025

zbMATH Keywords

Markov chain Monte Carlo algorithm; Wang-Landau algorithm; flat histogram

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

60J05: Discrete-time Markov processes on general state spaces

65C40: Numerical analysis or methods applied to Markov chains