An improvement to the linear accept/reject algorithm

DOI10.1016/S0920-5632(99)85220-7MaRDI QIDQ5961403zbMATH OpenOpenAlexFDO

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

Publication date 24 April 2002

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

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

zbMATH Keywords

Bhanot-Kennedy estimatorprobability-bound violationstochastic Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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.

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