Irreversible Monte Carlo algorithms for efficient sampling

Physica D: Nonlinear Phenomena

Volumn 240, Issue 4-5, 2011, Pages 410-414

  Turitsyn, Konstantin S ^a,b   Chertkov, Michael ^a,c   Vucelja, Marija ^a,c  

^a CENTER FOR NONLINEAR STUDIES   (United States)

^b LANDAU INSTITUTE FOR THEORETICAL PHYSICS   (Russian Federation)

^c WEIZMANN INSTITUTE OF SCIENCE   (Israel)

Author keywords

MCMC algorithms; Mixing; Monte Carlo methods

Indexed keywords

MIXING; PHYSICS;

DETAILED BALANCE; EFFICIENT SAMPLING; EQUILIBRIUM SYSTEMS; IRREVERSIBLE DEFORMATION; MCMC ALGORITHMS; METROPOLIS-HASTINGS; MONTE CARLO ALGORITHMS; MONTE CARLO SAMPLING TECHNIQUE;

MONTE CARLO METHODS;

EID: 78650923207     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2010.10.003     Document Type: Article

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