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Optimal Choice of Parameters for Exponential Biasing in Monte Carlo
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1979
Year
EngineeringUncertainty QuantificationMonte CarloMonte Carlo MethodExponential Biasing MethodMonte Carlo MethodsStatistical InferenceModeling And SimulationMarkov Chain Monte CarloMonte Carlo SamplingApproximation ProcedureSequential Monte CarloStatistics
The exponential biasing method for Monte Carlo is discussed, and methods leading to the optimal choice of the various parameters involved are considered. Specifically, an approximation procedure for ascertaining optimal parameters is derived and tested. An examination of the physical processes underlying the method illuminates the theoretical derivation.