Infinite swapping using IID samples

DOI10.1145/3317605zbMATH Open1544.60077MaRDI QIDQ6600057

Guo-Jhen Wu, Paul Dupuis, Michael Snarski

Publication date: 8 September 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodlarge deviation principleparallel temperingrare event simulation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Splitting for rare event simulation: A large deviation approach to design and analysis
• Counterexamples in importance sampling for large deviations probabilities
• Risk-sensitive linear/quadratic/gaussian control
• On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
• Importance Sampling, Large Deviations, and Differential Games
• On the Infinite Swapping Limit for Parallel Tempering

This page was built for publication: Infinite swapping using IID samples