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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Hybrid Monte Carlo ： ウィキペディア英語版 Hybrid Monte Carlo In mathematics and physics, the hybrid Monte Carlo algorithm, also known as Hamiltonian Monte Carlo, is a Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution for which direct sampling is difficult. This sequence can be used to approximate the distribution (i.e., to generate a histogram), or to compute an integral (such as an expected value). It differs from the Metropolis–Hastings algorithm by reducing the correlation between successive sampled states by using a Hamiltonian evolution between states and additionally by targeting states with a higher acceptance criteria than the observed probability distribution. This causes it to converge more quickly to the absolute probability distribution. It was devised by Simon Duane, A.D. Kennedy, Brian Pendleton and Duncan Roweth in 1987. ==See also== * Dynamic Monte Carlo method * Software for Monte Carlo molecular modeling 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Hybrid Monte Carlo」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.