Analysis and Optimization of Certain Parallel Monte Carlo Methods in the Low Temperature Limit

DOI10.1137/21M1402029zbMath1484.60030arXiv2011.05423OpenAlexW3104689506MaRDI QIDQ5064415

Guo-Jhen Wu, Paul Dupuis

Publication date: 15 March 2022

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.05423

zbMATH Keywords

Monte Carlolarge deviationsvariance reductionGibbs measuresparallel temperinginfinite swapping

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Large deviations (60F10)

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Large deviation properties of the empirical measure of a metastable small noise diffusion ⋮ A large deviation principle for the empirical measures of Metropolis-Hastings chains

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