Challenges and Advances in High Dimensional and High Complexity Monte Carlo Computation and Theory

Keywords

Markov chain Monte Carlo, Monte Carlo method, Monte Carlo method in statistical physics, Monte Carlo molecular modeling, Hybrid Monte Carlo

References

• Weak convergence and optimal scaling of random walk Metropolis algorithmsGareth O. Roberts, Susan A. Gelman, Walter R. Gilks — 1997
• Exact sampling with coupled Markov chains and applications to statistical mechanicsJames Propp, David Bruce Wilson — 1996
• Exploring the free energy surfaces of clusters using reconnaissance metadynamics.Gareth A. Tribello, Jérôme Cuny, Hagai Eshet — 2011
• Zero-variance zero-bias quantum Monte Carlo estimators for the electron density at a nucleus.Manolo C. Per, Ian K. Snook, Salvy P. Russo — 2011
• Zero-Variance Principle for Monte Carlo AlgorithmsRoland Assaraf, Michel Caffarel — 1999
• MetadynamicsAlessandro Barducci, Massimiliano Bonomi, Michele Parrinello — 2019

Cited by

• Performing Bayesian Risk Aggregation using Discrete Approximation Algorithms with Graph FactorizationPeng Lin — 2015
• Fixed-Width Stopping Procedures for Markov Chain Monte CarloLei Gong — 2015
• Bayesian Fusion of Multi-Band ImagesQi Wei, Nicolas Dobigeon, Jean‐Yves Tourneret — 2013
• Should we sample a time series more frequently?: decision support via multirate spectrum estimationGuy P. Nason, Ben Powell, D. G. Elliott — 2017
• sample a time series more frequentlyG. Nason, Ben Powell, D. Elliott
• UNIVERSITY OF CALIFORNIA RIVERSIDE Fixed-Width Stopping Procedures for Markov Chain Monte Carlo A Dissertation submitted in partial satisfaction of the requirements for the degree of Doctor of Philosophy in Applied Statistics byLei Gong, S. Spindler, Ashley Cacho — 2015
• Should we sample a time series more frequently? Decision support via multirate spectrum estimationG. Nason — 2016
• sample a time series more frequentlyG. Nason, Ben Powell, Duncan Elliott — 2016
• A Concept for Real-Valued Multi-objective Landscape Analysis Characterizing Two Biochemical Optimization ProblemsS. Rosenthal, M. Borschbach — 2015
• Bayesian Fusion of Multi-Band Images-Complementary results and supporting materialsQi Wei, N. Dobigeon — 2015

Related papers

• Monte Carlo methods in statistical physics: Mathematical foundations and strategiesMichael Kästner — 2009
• SMCTC : sequential Monte Carlo in C++Adam M. Johansen — 2009
• Fast Sequential Monte Carlo Methods for Counting and OptimizationReuven Y. Rubinstein, Ad Ridder, Radislav Vaisman — 2013
• TOPICAL REVIEW: Monte Carlo methods for the self-avoiding walkE J Janse van Rensburg — 2009
• Monte Carlo Simulation Computer and its applicationQI Xiao-jun — 2006