The Wang-Landau algorithm in general state spaces: Applications and convergence analysis

Abstract

The Wang-Landau algorithm ([21]) is a recent Monte Carlo method that has generated much interest in the Physics literature due to some spectacular simulation performances. The objective of this paper is two-fold. First, we show that the algorithm can be naturally extended to more general state spaces and used to improve on Markov Chain Monte Carlo schemes… (More)

Topics

3 Figures and Tables