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| Presentation | 2016-12-13 14:50 [Invited Talk] Recent topics in Markov-chain Monte Carlo method Koji Hukushima (The Univ. of Tokyo)  IT2016-43 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Monte Carlo (MC) methods have been applied to a large class of problems as a numerical tool for sampling from a high-dimensional probability distribution and for estimating an expectation value with respect to the distribution. Since Metropolis et al proposed the Markov-chain MC (MCMC) method in the celebrated paper, there have been many technical developments in the MC methods, which enable us to solve the difficulty of sampling from even multi-modal distributions. Recently, an irreversible MCMC method, which is not based on the detailed balance conditions, has been extensively discussed. Here, starting from the basics of the MCMC methods, recent topics are surveyed. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Markov-chain Monte Carlo method / Detailed balance condition / Extended ensemble / irreversible Monte Carlo / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 116, no. 359, IT2016-43, pp. 9-14, Dec. 2016. | |
| Paper # | IT2016-43 | |
| Date of Issue | 2016-12-06 (IT) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IT2016-43 |
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| Conference Information | |
| Committee | IT |
| Conference Date | 2016-12-13 - 2016-12-13 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Takayama Green Hotel |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Lectures for Young Researchers (Invited talks only) |
| Paper Information | |
| Registration To | IT |
| Conference Code | 2016-12-IT |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Recent topics in Markov-chain Monte Carlo method |
| Sub Title (in English) | |
| Keyword(1) | Markov-chain Monte Carlo method |
| Keyword(2) | Detailed balance condition |
| Keyword(3) | Extended ensemble |
| Keyword(4) | irreversible Monte Carlo |
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| 1st Author's Name | Koji Hukushima |
| 1st Author's Affiliation | The University of Tokyo (The Univ. of Tokyo) |
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| Speaker | Author-1 |
| Date Time | 2016-12-13 14:50:00 |
| Presentation Time | 45 minutes |
| Registration for | IT |
| Paper # | IT2016-43 |
| Volume (vol) | vol.116 |
| Number (no) | no.359 |
| Page | pp.9-14 |
| #Pages | 6 |
| Date of Issue | 2016-12-06 (IT) |
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