Waste recycling Monte Carlo: Difference between revisions
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'''Waste recycling Monte Carlo''' <ref>[http://dx.doi.org/10.1073/pnas.0407950101 Daan Frenkel "Speed-up of Monte Carlo simulations by sampling of rejected states", PNAS '''101''' pp. 17571-17575 (2004)]</ref><ref>[http://dx.doi.org/10.1007/3-540-35273-2_4 Daan Frenkel "Waste-Recycling Monte Carlo", Lecture Notes in Physics '''703''' pp. 127-137 (2006)]</ref> is a [[Monte Carlo]] technique. | '''Waste recycling Monte Carlo''' (WRMC) <ref>[http://dx.doi.org/10.1073/pnas.0407950101 Daan Frenkel "Speed-up of Monte Carlo simulations by sampling of rejected states", PNAS '''101''' pp. 17571-17575 (2004)]</ref><ref>[http://dx.doi.org/10.1007/3-540-35273-2_4 Daan Frenkel "Waste-Recycling Monte Carlo", Lecture Notes in Physics '''703''' pp. 127-137 (2006)]</ref> is a [[Monte Carlo]] technique that utilises information from rejected configurations, thus improving upon the | ||
[[Metropolis-Hastings Monte Carlo]]. | |||
==References== | ==References== | ||
<references/> | <references/> | ||
;Related reading | |||
*[http://dx.doi.org/10.1239/jap/1261670681 Jean-Françcois Delmas and Benjamin Jourdain "Does waste recycling really improve the multi-proposal Metropolis--Hastings algorithm? An analysis based on control variates", Journal of Applied Probability '''46''' pp. 938-959 (2009)] | |||
[[category: Monte Carlo]] | [[category: Monte Carlo]] | ||
[[Category:Computer simulation techniques]] | [[Category:Computer simulation techniques]] | ||
Latest revision as of 14:43, 26 October 2011
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Waste recycling Monte Carlo (WRMC) [1][2] is a Monte Carlo technique that utilises information from rejected configurations, thus improving upon the Metropolis-Hastings Monte Carlo.
References[edit]
- Related reading