Jeffrey Hyman’s Summer Research at UCLA
نویسنده
چکیده
We examine three Monte Carlo sampling methods on idealized examples. Implementing the Metropolis algorithm on created functions, we compare the single temperature to four temperatures running in parallel. Using simulated annealing and parallel tempering on the traveling salesman problem, we examine what each of the methods is capable of exploring. We focus specifically on parallel tempering’s ability to find local minima. Presenting a basic algorithm for temperature set selection in parallel tempering, I conclude with ideas for further research and a personal critique of my summer research at UCLA. ∗St. Olaf College. Research partially supported by the REU program of the UCLA RTG, NSF grant
منابع مشابه
On the Differentiability of the Policy Function∗
* The Research presented here started in August 1986 during our stay at the IMSSS, Stanford University; it was continued there during the Summer of 1987 and at the Insti-tuto de Analisis Economica, Universitat Autonoma de Barcelona in June-July 1988. We are very grateful to these institutions for their warm hospitality and support. Conversations with Manuel Santos and José Scheinkman were very ...
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