منابع مشابه
Monte Carlo without Chains
A sampling method for spin systems is presented. The spin lattice is written as the union of a nested sequence of sublattices, all but the last with conditionally independent spins, which are sampled in succession using their marginals. The marginals are computed concurrently by a fast algorithm; errors in the evaluation of the marginals are offset by weights. There are no Markov chains and eac...
متن کاملOrdering Monte Carlo Markov Chains
Markov chains having the same stationary distribution can be partially ordered by performance in the central limit theorem. We say that one chain is at least as good as another in the e ciency partial ordering if the variance in the central limit theorem is at least as small for every L( ) functional of the chain. Peskun partial ordering implies e ciency partial ordering [25, 30]. Here we show ...
متن کاملHybrid Monte Carlo Without
We introduce a dynamical fermion algorithm which is based on the hybrid Monte Carlo (HMC) algorithm, but without pseudofermions. The molecular dynamics steps in HMC are retained except the derivatives with respect to the gauge elds are calculated with the Z2 noise. The determinant ratios are estimated with the Pa de Z2 method. Finally, we use the Kennedy-Kuti linear accept/reject method for the...
متن کاملSequential Monte Carlo without likelihoods.
Recent new methods in Bayesian simulation have provided ways of evaluating posterior distributions in the presence of analytically or computationally intractable likelihood functions. Despite representing a substantial methodological advance, existing methods based on rejection sampling or Markov chain Monte Carlo can be highly inefficient and accordingly require far more iterations than may be...
متن کاملHybrid Monte Carlo Without Pseudofermions
We introduce a dynamical fermion algorithm which is based on the hybrid Monte Carlo (HMC) algorithm, but without pseudofermions. The molecular dynamics steps in HMC are retained except the derivatives with respect to the gauge fields are calculated with the Z2 noise. The determinant ratios are estimated with the Pad̀e Z2 method. Finally, we use the Kennedy-Kuti linear accept/reject method for th...
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: Communications in Applied Mathematics and Computational Science
سال: 2008
ISSN: 2157-5452,1559-3940
DOI: 10.2140/camcos.2008.3.77