Wang-Landau algorithm: an adapted random walk to boost convergence

DOI10.1016/J.JCP.2020.109366MaRDI QIDQ777536zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

MCMCimportance samplingnumerical integrationdensity of statesWang-Landauhigh dimensional spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Monte Carlo methods applied to problems in statistical mechanics (82M31)

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• Stochastic Approximation in Monte Carlo Computation
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Cites work

• A \(1/t\) algorithm with the density of two states for estimating multidimensional integrals
• A note on Metropolis-Hastings kernels for general state spaces
• Convergence of the Wang-Landau algorithm
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Free energy computations. A mathematical perspective
• Generalized darting Monte Carlo
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov chains and stochastic stability
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo simulations in statistical physics -- from basic principles to advanced applications
• Optimal scaling for various Metropolis-Hastings algorithms.
• Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
• The Wang-Landau algorithm reaches the flat histogram criterion in finite time

Cited in

(13)

• Numerical integration using Wang-Landau sampling
• A Generalized Wang–Landau Algorithm for Monte Carlo Computation
• 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
• The Wang-Landau algorithm in general state spaces: applications and convergence analysis
• Convergence of the Wang-Landau algorithm
• 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

Describes a project that uses

Uses Software

• SBL

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