Monte Carlo transition dynamics and variance reduction
Journal Article
·
· Journal of Statistical Physics
For Metropolis Monte Carlo simulations in statistical physics, efficient, easy-to-implement, and unbiased statistical estimators of thermodynamic properties are based on the transition dynamics. Using an Ising model example, they demonstrate (problem-specific) variance reductions compared to conventional histogram estimators. A proof of variance reduction in a microstate limit is presented.
- Research Organization:
- Los Alamos National Lab., NM (US)
- Sponsoring Organization:
- USDOE
- OSTI ID:
- 20020768
- Journal Information:
- Journal of Statistical Physics, Vol. 98, Issue 1-2; Other Information: PBD: Jan 2000; ISSN 0022-4715
- Country of Publication:
- United States
- Language:
- English
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