TRANSITION MATRIX MONTE CARLO

DOI Web Site 被引用文献1件
  • ROBERT H. SWENDSEN
    Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213, USA
  • BRIAN DIGGS
    Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213, USA
  • JIAN-SHENG WANG
    Department of Computational Science, National University of Singapore, Singapore 119260, Republic of Singapore
  • SHING-TE LI
    IBM Corp., Bldg. 334, M/S 2A1, 1580 Route 52, Hopewell Junction, NY 12533, New York
  • CHRISTOPHER GENOVESE
    Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213, USA
  • JOSEPH B. KADANE
    Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213, USA

抄録

<jats:p> Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from independent simulations. In this paper, we describe a complementary approach to extracting information from Monte Carlo simulations that uses the matrix of transition probabilities. Combining the Transition Matrix with an N-fold way simulation technique produces an extremely flexible and efficient approach to rather general Monte Carlo simulations. </jats:p>

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