Wang-Landau algorithm: an adapted random walk to boost convergence
DOI10.1016/J.JCP.2020.109366zbMATH Open1436.65005OpenAlexW2923551037MaRDI QIDQ777536FDOQ777536
Authors: Augustin Chevallier, Frédéric Cazals 
Publication date: 7 July 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2020.109366
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Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Monte Carlo methods applied to problems in statistical mechanics (82M31)
Cites Work
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Monte Carlo sampling methods using Markov chains and their applications
- A note on Metropolis-Hastings kernels for general state spaces
- Optimal scaling for various Metropolis-Hastings algorithms.
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Markov chains and stochastic stability
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Free energy computations. A mathematical perspective
- The Wang-Landau algorithm reaches the flat histogram criterion in finite time
- Convergence of the Wang-Landau algorithm
- A \(1/t\) algorithm with the density of two states for estimating multidimensional integrals
- Generalized darting Monte Carlo
- Monte Carlo simulations in statistical physics -- from basic principles to advanced applications
Cited In (13)
- A Generalized Wang–Landau Algorithm for Monte Carlo Computation
- Numerical integration using Wang-Landau sampling
- A general purpose strategy for realizing the zero-variance importance sampling and calculating the unknown integration constant
- Entropic sampling of simple polymer models within Wang–Landau algorithm
- Monte Carlo simulation of joint density of states in one-dimensional Lebwohl-Lasher model using Wang-Landau algorithm
- Convergence of the Wang-Landau algorithm
- The Wang-Landau algorithm in general state spaces: applications and convergence analysis
- Efficiency of the Wang-Landau algorithm: a simple test case
- Convergence and refinement of the Wang-Landau algorithm
- A parallel implementation of the Wang-Landau algorithm
- Stochastic Approximation in Monte Carlo Computation
- A portable and flexible implementation of the Wang-Landau algorithm in order to determine the density of states
- Wang-Landau sampling: saving CPU time
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