Markov Chain Monte Carlo Method without Detailed Balance
نویسندگان
چکیده
منابع مشابه
Markov chain Monte Carlo method without detailed balance.
We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in many relevant cases. The absence of the detailed balance also introduces a net stochastic flow in a configuration space, which further boosts up the convergence...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2010
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.105.120603