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Metropolis with noise: The penalty method

机译:大都会噪音:惩罚方法

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The Metropolis method, when applied to the Boltzmann distribution, uses the energy difference between two states of the system in the acceptance probability. If that energy difference is a statistical estimate, rather than an exact value, the output of the Metropolis algorithm will be biased. If the noise is normally distributed, the Metropolis algorithm can be corrected by modifying the form of the acceptance probability. We call this the penalty method because the correction causes additional rejections. One application of this technique uses Quantum Monte Carlo (QMC) to compute interatomic potentials during each step of a classical Monte Carlo simulation. The energies from the QMC calculation are noisy, and the penalty method corrects the sampling of the classical MC simulation. We apply this to fluid molecular hydrogen.
机译:当应用于Boltzmann分布时,Metropolis方法使用系统的两个状态之间的能量差,在接受概率中。如果能量差是统计估计,而不是精确值,则大都会算法的输出将被偏置。如果噪声通常分布,则可以通过修改接受概率的形式来校正大都会算法。我们称之为惩罚方法,因为纠正导致额外的拒绝。该技术的一个应用使用量子蒙特卡罗(QMC)来计算经典蒙特卡罗模拟的每个步骤期间的内部电位。 QMC计算的能量是嘈杂的,惩罚方法纠正了经典MC模拟的采样。我们将其应用于流体分子氢气。

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