Markov Chain Monte Carlo Simulations
Published Online: 14 DEC 2007
Copyright © 2007 by John Wiley & Sons, Inc.
Wiley Encyclopedia of Computer Science and Engineering
How to Cite
Berg, B. A. and Billoire, A. 2007. Markov Chain Monte Carlo Simulations. Wiley Encyclopedia of Computer Science and Engineering. .
- Published Online: 14 DEC 2007
Markov Chain Monte Carlo (MCMC) simulations are widely used in many branches of science. We explain the basic method and illustrate it for a simple statistical physics system, the Ising ferromagnet in two dimensions An overview of MCMC updating scheme is subsequently given. The final section of this article focuses on so called generalized ensemble algorithms.
- Monte Carlo method;
- Markov chain;
- Ising ferromagnet;
- Metropolis algorithm;
- Boltzmann–Gibbs ensemble