Convergence of the Wang-Landau algorithm
نویسندگان
چکیده
منابع مشابه
Optimal modification factor and convergence of the Wang-Landau algorithm.
We propose a strategy to achieve the fastest convergence in the Wang-Landau algorithm with varying modification factors. With this strategy, the convergence of a simulation is at least as good as the conventional Monte Carlo algorithm, i.e., the statistical error vanishes as 1/sqrt t, where t is a normalized time of the simulation. However, we also prove that the error cannot vanish faster than...
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Recently, Wang and Landau proposed a new random walk algorithm that can be very efficiently applied to many problems. Subsequently, there has been numerous studies on the algorithm itself and many proposals for improvements were put forward. However, fundamental questions such as what determines the rate of convergence has not been answered. To understand the mechanism behind the Wang-Landau me...
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The Wang-Landau algorithm ([21]) is a recent Monte Carlo method that has generated much interest in the Physics literature due to some spectacular simulation performances. The objective of this paper is two-fold. First, we show that the algorithm can be naturally extended to more general state spaces and used to improve on Markov Chain Monte Carlo schemes of more interest in Statistics. In a se...
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Inference for a complex system with a rough energy landscape is a central topic in Monte Carlo computation. Motivated by the successes of the Wang–Landau algorithm in discrete systems, we generalize the algorithm to continuous systems. The generalized algorithm has some features that conventional Monte Carlo algorithms do not have. First, it provides a new method for Monte Carlo integration bas...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2015
ISSN: 0025-5718,1088-6842
DOI: 10.1090/s0025-5718-2015-02952-4