Multicanonical MCMC for sampling rare events: an illustrative review

DOI10.1007/s10463-014-0460-2zbMath1334.65024arXiv1305.3039OpenAlexW3100602260MaRDI QIDQ457273

Yukito Iba, Nen Saito, Akimasa Kitajima

Publication date: 26 September 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.3039

zbMATH Keywords

random matrixrandom graphchaotic dynamical systemWang-Landau algorithmexact testmulticanonical MCMCrare event samplingreplica exchange MCMCsurrogation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Random graphs (graph-theoretic aspects) (05C80) Random matrices (probabilistic aspects) (60B20) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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