Presentation 2010-06-15
Recent Developments in Markov-chain Monte Carlo Method
Koji HUKUSHIMA,
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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.
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Keyword(in English) Markov-chain Monte Carlo method / extended ensemble / rare-events sampling
Paper # IBISML2010-17
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Committee IBISML
Conference Date 2010/6/7(1days)
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Registration To Information-Based Induction Sciences and Machine Learning (IBISML)
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