A general purpose strategy for realizing the zero-variance importance sampling and calculating the unknown integration constant

DOI10.1016/J.JCP.2021.110311OpenAlexW3138619986MaRDI QIDQ2131086

DanHua ShangGuan

Publication date: 25 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2021.110311

zbMATH Keywords

importance samplingMarkov chain Monte CarloMonte Carlo method

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65Cxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx) Statistical mechanics, structure of matter (82-XX)

Cites Work

• Numerical integration using Wang-Landau sampling
• Wang-Landau algorithm: an adapted random walk to boost convergence
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• Monte Carlo strategies in scientific computing
• Unnamed Item

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