TY - JOUR
T1 - A noisy Monte Carlo algorithm
AU - Lin, L.
AU - Liu, K. F.
AU - Sloan, J.
PY - 2000
Y1 - 2000
N2 - We propose a Monte Carlo algorithm to promote the Kennedy-Kuti linear accept-reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept-reject steps for both the dynamical and noise configurations. We test it on the five state model and obtain desirable results even for the case with large noise. We also discuss its application to lattice QCD with stochastically estimated fermion determinants.
AB - We propose a Monte Carlo algorithm to promote the Kennedy-Kuti linear accept-reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept-reject steps for both the dynamical and noise configurations. We test it on the five state model and obtain desirable results even for the case with large noise. We also discuss its application to lattice QCD with stochastically estimated fermion determinants.
UR - http://www.scopus.com/inward/record.url?scp=17044435029&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=17044435029&partnerID=8YFLogxK
U2 - 10.1103/PhysRevD.61.074505
DO - 10.1103/PhysRevD.61.074505
M3 - Article
AN - SCOPUS:17044435029
SN - 1550-7998
VL - 61
JO - Physical Review D - Particles, Fields, Gravitation and Cosmology
JF - Physical Review D - Particles, Fields, Gravitation and Cosmology
IS - 7
ER -