Extra Chance Generalized Hybrid Monte Carlo

JOURNAL OF COMPUTATIONAL PHYSICS

卷:281

Article

Campos, Cedric M.^1,2  Sanz-Serna, J. M.³ 

[1] UVA, Fac Ciencias, Dept Matemat Aplicada, Valladolid 47011, Spain

[2] UVA, Fac Ciencias, IMUVA, Valladolid 47011, Spain

[3] Univ Carlos III Madrid, Dept Matemat, Leganes 28911, Madrid, Spain

关键词: Sampling methods;    Hybrid Monte Carlo;    Detailed balance;    Delayed rejection;    Rejection avoidance;    Molecular dynamics;   

DOI  :  10.1016/j.jcp.2014.09.037

来源: Elsevier

【 摘 要 】

We study a method, Extra Chance Generalized Hybrid Monte Carlo, to avoid rejections in the Hybrid Monte Carlo method and related algorithms. In the spirit of delayed rejection, whenever a rejection would occur, extra work is done to find a fresh proposal that, hopefully, may be accepted. We present experiments that clearly indicate that the additional work per sample carried out in the extra chance approach clearly pays in terms of the quality of the samples generated. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free