Research Activities > Programs >
Nonequilibrium Interface Dynamics > Tutorials
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CSIC Building (#406),
Seminar Room 4122.
Directions: home.cscamm.umd.edu/directions
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Fast Methods for Sampling from a Dynamic pdf
Part II: Very Fast Methods, Additional up-front cost
Dr. Francis Sullivan
Center for Computing Sciences
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Abstract:
This pair of talks will cover some basic algorithms for accelerating
dynamic Monte Carlo, meaning Monte Carlo for cases in which the
probability distribution sampled changes as a consequence of sampling.
We explain how to use a slightly more elaborate tree and a more
sophisticated strategy for grouping of the ri to reduce the cost per
step to O(log2* M). Here log* X denotes the number of
iterations of X=log X required before X becomes negative. As a
point of reference, if D denotes the US national debt in dollars,
then log10* D = 3.
In this case, the one-time costs are slightly greater and the cost per
step is greatly reduced.
[PRESENTATION SLIDES]
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