Irreversible Monte Carlo algorithms for efficient sampling
نویسندگان
چکیده
منابع مشابه
Irreversible Monte Carlo Algorithms for Efficient Sampling
Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is sufficient but not necessary. We construct irreversible deformation of a given reversible algorithm capable of dramatic improvement of sampling from known dist...
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ژورنال
عنوان ژورنال: Physica D: Nonlinear Phenomena
سال: 2011
ISSN: 0167-2789
DOI: 10.1016/j.physd.2010.10.003