Canonical transition probabilities for adaptive Metropolis stimulation

Citation
M. Fitzgerald et al., Canonical transition probabilities for adaptive Metropolis stimulation, EUROPH LETT, 46(3), 1999, pp. 282-287
Citations number
24
Categorie Soggetti
Physics
Journal title
EUROPHYSICS LETTERS
ISSN journal
02955075 → ACNP
Volume
46
Issue
3
Year of publication
1999
Pages
282 - 287
Database
ISI
SICI code
0295-5075(19990501)46:3<282:CTPFAM>2.0.ZU;2-P
Abstract
We examine non-Boltzmann Monte Carlo algorithms used to study slowly relaxi ng systems. By adding a simple bookkeeping step to the Metropolis algorithm , we obtain statistical estimators of canonical macrostate probabilities. T hese estimators enable a natural accumulation of statistics from simulation s having different importance weights, enable temperature extrapolation wit hout using energy to define macrostate labels, improve parallelization, and reduce variance. We illustrate with an Ising model example.