The inefficiency of re-weighted sampling and the curse of system size in high order path integration

Computing averages over a target probability density by statistical re-weighting of a set of samples with a different distribution is a strategy which is commonly adopted in fields as diverse as atomistic simulation and finance. Here we present a very general analysis of the accuracy and efficiency...

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מידע ביבליוגרפי
Main Authors: Ceriotti, M, Brain, G, Riordan, O, Manolopoulos, D
פורמט: Journal article
שפה:English
יצא לאור: 2011