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Название: Monte Carlo Transition Dynamics and Variance Reduction
Авторы: Fitzgerald M., Picard R.R., Silver R.N.
Аннотация:
For Metropolis Monte Carlo simulations in statistical physics, efficient, easy-to-implement, and unbiased statistical estimators of thermodynamic properties are based on the transition dynamics. Using an Ising model example, we demonstrate (problem-specific) variance reductions compared to conventional histogram estimators. A proof of variance reduction in a microstate limit is presented.