An improvement to the linear accept/reject algorithm

DOI10.1016/S0920-5632(99)85220-7zbMATH Open1051.65500arXivhep-lat/9809168OpenAlexW3106395520MaRDI QIDQ5961403FDOQ5961403

L. Lin, J. Sloan, K. F. Liu

Publication date: 24 April 2002

Published in: Nuclear Physics. B. Proceedings Supplements (Search for Journal in Brave)

Abstract: We study the improvement of Kennedy-Kuti's linear accept/reject algorithm with different ordering criterion and modified Bhanot-Kennedy estimator of $e^{DeltaH}$ to reduce probability-bound violation. A new stochastic Monte Carlo algorithm to accommodate the probability-bound violation is proposed.

Full work available at URL: https://arxiv.org/abs/hep-lat/9809168

Recommendations

• An improved acceptance procedure for the hybrid Monte Carlo algorithm
• Rejection-free microcanonical Monte Carlo method
• Generalized accept-reject sampling schemes
• scientific article; zbMATH DE number 860013
• Beyond accept-reject sampling

zbMATH Keywords

Bhanot-Kennedy estimatorprobability-bound violationstochastic Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

This page was built for publication: An improvement to the linear accept/reject algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5961403)