A Theory for Dynamic Weighting in Monte Carlo Computation

DOI10.1198/016214501753168253zbMath1028.65003MaRDI QIDQ4419444

Jun S. Liu, Faming Liang, Wing-Hung Wong

Publication date: 13 August 2003

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214501753168253

zbMATH Keywords

neural network; importance sampling; renewal theory; simulated annealing; Monte Carlo method; Markov chain; Ising model; Metropolis algorithm; Gibbs sampling; simulated tempering; dynamic weighting algorithm

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

65C40: Numerical analysis or methods applied to Markov chains

60K15: Markov renewal processes, semi-Markov processes

82C20: Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics

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