MMCTest-A Safe Algorithm for Implementing Multiple Monte Carlo Tests
نویسندگان
چکیده
منابع مشابه
Implementing The Generalised Hybrid Monte-Carlo Algorithm
UKQCD’s dynamical fermion project uses the Generalised Hybrid Monte Carlo (GHMC) algorithm to generate QCD gauge configurations for a non-perturbatively O(a) improved Wilson action with two degenerate sea-quark flavours. We describe our implementation of the algorithm on the Cray-T3E, concentrating on issues arising from code verification and performance optimisation, such as parameter tuning, ...
متن کاملMonte-Carlo Permutation Tests
The distribution of running time could be anything at all. We didnt even say whether it is continuous or discrete. Even so, the null hypothesis does induce a probability distribution on the test statistic without any other information. Specifically, it implies that the samples are indistinguishable and exchangeable. Our test statistic is a mean of 6 values (algorithm B running times) minus the ...
متن کاملA Noisy Monte Carlo Algorithm
We propose a Monte Carlo algorithm to promote Kennedy and Kuti’s linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept/reject steps for both the dynamical and noise configurations. We test it on the five state model and obtain desirable results even for the case with large noise. We ...
متن کاملA Monte Carlo algorithm for degenerate plasmas
A procedure for performing Monte Carlo calculations of plasmas with an arbitrary level of degeneracy is outlined. It has possible applications in inertial confinement fusion and astrophysics. Degenerate particles are initialised according to the Fermi–Dirac distribution function, and scattering is via a Pauli blocked binary collision approximation. The algorithm is tested against degenerate ele...
متن کاملA Stochastic Monte Carlo Algorithm
We propose a Monte Carlo algorithm to promote Kennedy and Kuti’s linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. The probability upper bound violations are avoided by adopting the Metropolis accept/reject steps for both the dynamical and noise configurations and the lower bound violations can be absorbed into the observables. W...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2014
ISSN: 0303-6898
DOI: 10.1111/sjos.12085