Zero-variance principle for Monte Carlo algorithms
统计力学
2009-10-31 v1
摘要
We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different variance. By writing down the zero-variance condition a fundamental equation determining the optimal choice for the renormalized observable is derived (zero-variance principle for each observable separately). We show, with several examples including classical and quantum Monte Carlo calculations, that the method can be very powerful.
引用
@article{arxiv.cond-mat/9911396,
title = {Zero-variance principle for Monte Carlo algorithms},
author = {Roland Assaraf and Michel Caffarel},
journal= {arXiv preprint arXiv:cond-mat/9911396},
year = {2009}
}
备注
9 pages, Latex, to appear in Phys. Rev. Lett