For a large class of examples arising in statistical physics known as attractive spin systems (e.g., the Ising model), one seeks to sample from a probability distribution π on an...
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...
We propose a novel tracking algorithm based on the Wang-Landau Monte Carlo sampling method which efficiently deals with the abrupt motions. Abrupt motions could cause conventional ...
Junseok Kwon (Seoul National University), Kyoung M...
Abstract. We propose a novel tracking algorithm based on the WangLandau Monte Carlo sampling method which efficiently deals with the abrupt motions. Abrupt motions could cause conv...
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...