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arXiv · cond-mat/9908461

Transition Matrix Monte Carlo

Robert H. Swendsen·Jian-Sheng Wang·Shing-Te Li·Brian Diggs·Christopher Genovese·Joseph B. Kadane
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Abstract

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from independent simulations. In this paper, we describe an complementary approach to extracting information from Monte Carlo simulations that uses the matrix of transition probabilities. Combining the Transition Matrix with an N-fold way simulation technique produces an extremely flexible and efficient approach to rather general Monte Carlo simulations.

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Robert H. Swendsen, Jian-Sheng Wang, Shing-Te Li, Brian Diggs, Christopher Genovese, Joseph B. Kadane. 1999-08-31. Transition Matrix Monte Carlo. https://doi.org/10.1142/s0129183199001340

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