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...
Main Authors: | , , , |
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פורמט: | Journal article |
שפה: | English |
יצא לאור: |
2011
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