Information theory and the optimization of Monte Carlo simulations

Document Type

Article

Date of Original Version

9-26-1997

Abstract

We develop a convenient, quantitative measure of the sampling efficiency of equilibrium Monte Carlo algorithms. This measure, based on information theoretic methods, is optimized by independent random sampling. We illustrate present developments with selected numerical examples. © 1997 Elsevier Science B.V.

Publication Title, e.g., Journal

Chemical Physics Letters

Volume

276

Issue

5-6

Share

COinS