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Efficiency of the Wang-Landau algorithm: a simple test case

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 نشر من قبل Tony Lelievre
 تاريخ النشر 2013
  مجال البحث
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We analyze the efficiency of the Wang-Landau algorithm to sample a multimodal distribution on a prototypical simple test case. We show that the exit time from a metastable state is much smaller for the Wang Landau dynamics than for the original standard Metropolis-Hastings algorithm, in some asymptotic regime. Our results are confirmed by numerical experiments on a more realistic test case.

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