Canonical transition probabilities for adaptive Metropolis stimulation

被引:111
作者
Fitzgerald, M [1 ]
Picard, RR [1 ]
Silver, RN [1 ]
机构
[1] Univ Calif Los Alamos Natl Lab, Los Alamos, NM 87545 USA
来源
EUROPHYSICS LETTERS | 1999年 / 46卷 / 03期
关键词
D O I
10.1209/epl/i1999-00257-1
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We examine non-Boltzmann Monte Carlo algorithms used to study slowly relaxing systems. By adding a simple bookkeeping step to the Metropolis algorithm, we obtain statistical estimators of canonical macrostate probabilities. These estimators enable a natural accumulation of statistics from simulations having different importance weights, enable temperature extrapolation without using energy to define macrostate labels, improve parallelization, and reduce variance. We illustrate with an Ising model example.
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页码:282 / 287
页数:6
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