A ug 2 00 0 Population-based Monte Carlo algorithms

  title={A ug 2 00 0 Population-based Monte Carlo algorithms},
  author={Yukito Iba},
In this paper, we give a cross-disciplinary survey on “population-based” Monte Carlo algorithms. These algorithms consist of a set of “walkers” or “particles” for the representation of a high-dimensional vector and the computation is carried out by a random walk and split/deletion of these objects. The algorithms are developed in various fields in physics and statistical sciences and called by lots of different terms – “Quantum Monte Carlo”, “Transfer Matrix Monte Carlo”, “Monte Carlo Filter… CONTINUE READING
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