Presentation | 2010-06-15 Recent Developments in Markov-chain Monte Carlo Method Koji HUKUSHIMA, |
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PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | Markov-chain Monte Carlo methods are one of the efficient numerical tools that generate samples from a given high-dimensional probability distribution and calculate expectation values of some function under the distribution. Recently developed methods based on an extended ensemble idea enable us to sample even from a difficult probability distribution with multiple peaks. Here we review the extended-ensemble based Monte Carlo methods and give some topics that consists of a numerical enumeration method and rare-event sampling. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Markov-chain Monte Carlo method / extended ensemble / rare-events sampling |
Paper # | IBISML2010-17 |
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Conference Information | |
Committee | IBISML |
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Conference Date | 2010/6/7(1days) |
Place (in Japanese) | (See Japanese page) |
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Topics (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Recent Developments in Markov-chain Monte Carlo Method |
Sub Title (in English) | |
Keyword(1) | Markov-chain Monte Carlo method |
Keyword(2) | extended ensemble |
Keyword(3) | rare-events sampling |
1st Author's Name | Koji HUKUSHIMA |
1st Author's Affiliation | Department of Basic Science, University of Tokyo() |
Date | 2010-06-15 |
Paper # | IBISML2010-17 |
Volume (vol) | vol.110 |
Number (no) | 76 |
Page | pp.pp.- |
#Pages | 4 |
Date of Issue |