Efficient Monte Carlo sampling This post is on the extension of the post about Hamiltonian Monte Carlo method. Therefore, I assume the readers already read the post. Overrelaxation also reduces the random property of the Monte Carlo sampling, and speeds up the convergence of the Markov chain. Gibbs sampling In advance of studying over relaxation, we study Gibbs sampling. In the general case of a system with K variables, a single iteration involves sampling one parameter at a time.

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Namshik Kim

physicist, data scientist

Data Scientist

Vancouver, BC, Canada.