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The inefficiency of re-weighted sampling and the curse of system size in high order path integration
Publikováno v:
Proc. R. Soc. A 8 January 2012 vol. 468 no. 2137 2-17
Computing averages over a target probability density by statistical re-weighting of a set of samples with a different distribution is a strategy which is commonly adopted in fields as diverse as atomistic simulation and finance. Here we present a ver
Externí odkaz:
http://arxiv.org/abs/1107.1908
The inefficiency of re-weighted sampling and the curse of system size in high-order path integration
Publikováno v:
Proceedings: Mathematical, Physical and Engineering Sciences, 2012 Jan 01. 468(2137), 2-17.
Externí odkaz:
http://dx.doi.org/10.1098/rspa.2011.0413
Autor:
Lea, David, Bickerton, Ian, Bitmead, Stephen, Dove, Ian, Bates, Malcolm, Lane, Richard, Cheffins, John, Brain, Guy, Holman, Mark, Elliott, John, Phillips, Roger, Vild, Bruce, Braddock, Mike
Publikováno v:
Classic & Sports Car; May2020, p53-55, 3p, 9 Color Photographs