A noisy Monte Carlo algorithm - art. no. 074505

Citation
L. Lin et al., A noisy Monte Carlo algorithm - art. no. 074505, PHYS REV D, 6107(7), 2000, pp. 4505
Citations number
6
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW D
ISSN journal
05562821 → ACNP
Volume
6107
Issue
7
Year of publication
2000
Database
ISI
SICI code
0556-2821(20000401)6107:7<4505:ANMCA->2.0.ZU;2-0
Abstract
We propose a Monte Carlo algorithm to promote the Kennedy-Kuti linear accep t-reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis ac cept-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 w ith large noise. We also discuss its application to lattice QCD with stocha stically estimated fermion determinants.