Equation of state calculations by fast computing machines
01 Jun 1953-Journal of Chemical Physics (American Institute of Physics)-Vol. 21, Iss: 6, pp 1087-1092
TL;DR: In this article, a modified Monte Carlo integration over configuration space is used to investigate the properties of a two-dimensional rigid-sphere system with a set of interacting individual molecules, and the results are compared to free volume equations of state and a four-term virial coefficient expansion.
Abstract: A general method, suitable for fast computing machines, for investigating such properties as equations of state for substances consisting of interacting individual molecules is described. The method consists of a modified Monte Carlo integration over configuration space. Results for the two‐dimensional rigid‐sphere system have been obtained on the Los Alamos MANIAC and are presented here. These results are compared to the free volume equation of state and to a four‐term virial coefficient expansion.
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TL;DR: There is a deep and useful connection between statistical mechanics and multivariate or combinatorial optimization (finding the minimum of a given function depending on many parameters), and a detailed analogy with annealing in solids provides a framework for optimization of very large and complex systems.
Abstract: There is a deep and useful connection between statistical mechanics (the behavior of systems with many degrees of freedom in thermal equilibrium at a finite temperature) and multivariate or combinatorial optimization (finding the minimum of a given function depending on many parameters). A detailed analogy with annealing in solids provides a framework for optimization of the properties of very large and complex systems. This connection to statistical mechanics exposes new information and provides an unfamiliar perspective on traditional optimization problems and methods.
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TL;DR: The program MRBAYES performs Bayesian inference of phylogeny using a variant of Markov chain Monte Carlo, and an executable is available at http://brahms.rochester.edu/software.html.
Abstract: Summary: The program MRBAYES performs Bayesian inference of phylogeny using a variant of Markov chain Monte Carlo. Availability: MRBAYES, including the source code, documentation, sample data files, and an executable, is available at http://brahms.biology.rochester.edu/software.html.
20,627 citations
Cites methods from "Equation of state calculations by f..."
...MRBAYES uses Markov chain Monte Carlo (MCMC) to approximate the posterior probabilities of trees (Metropolis et al., 1953; Hastings, 1970; Green, 1995)....
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Book•
01 Jan 1995TL;DR: This is the first comprehensive treatment of feed-forward neural networks from the perspective of statistical pattern recognition, and is designed as a text, with over 100 exercises, to benefit anyone involved in the fields of neural computation and pattern recognition.
Abstract: From the Publisher:
This is the first comprehensive treatment of feed-forward neural networks from the perspective of statistical pattern recognition. After introducing the basic concepts, the book examines techniques for modelling probability density functions and the properties and merits of the multi-layer perceptron and radial basis function network models. Also covered are various forms of error functions, principal algorithms for error function minimalization, learning and generalization in neural networks, and Bayesian techniques and their applications. Designed as a text, with over 100 exercises, this fully up-to-date work will benefit anyone involved in the fields of neural computation and pattern recognition.
19,056 citations
TL;DR: The analogy between images and statistical mechanics systems is made and the analogous operation under the posterior distribution yields the maximum a posteriori (MAP) estimate of the image given the degraded observations, creating a highly parallel ``relaxation'' algorithm for MAP estimation.
Abstract: We make an analogy between images and statistical mechanics systems. Pixel gray levels and the presence and orientation of edges are viewed as states of atoms or molecules in a lattice-like physical system. The assignment of an energy function in the physical system determines its Gibbs distribution. Because of the Gibbs distribution, Markov random field (MRF) equivalence, this assignment also determines an MRF image model. The energy function is a more convenient and natural mechanism for embodying picture attributes than are the local characteristics of the MRF. For a range of degradation mechanisms, including blurring, nonlinear deformations, and multiplicative or additive noise, the posterior distribution is an MRF with a structure akin to the image model. By the analogy, the posterior distribution defines another (imaginary) physical system. Gradual temperature reduction in the physical system isolates low energy states (``annealing''), or what is the same thing, the most probable states under the Gibbs distribution. The analogous operation under the posterior distribution yields the maximum a posteriori (MAP) estimate of the image given the degraded observations. The result is a highly parallel ``relaxation'' algorithm for MAP estimation. We establish convergence properties of the algorithm and we experiment with some simple pictures, for which good restorations are obtained at low signal-to-noise ratios.
18,761 citations
TL;DR: A generalization of the sampling method introduced by Metropolis et al. as mentioned in this paper is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates.
Abstract: SUMMARY A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed. For numerical problems in a large number of dimensions, Monte Carlo methods are often more efficient than conventional numerical methods. However, implementation of the Monte Carlo methods requires sampling from high dimensional probability distributions and this may be very difficult and expensive in analysis and computer time. General methods for sampling from, or estimating expectations with respect to, such distributions are as follows. (i) If possible, factorize the distribution into the product of one-dimensional conditional distributions from which samples may be obtained. (ii) Use importance sampling, which may also be used for variance reduction. That is, in order to evaluate the integral J = X) p(x)dx = Ev(f), where p(x) is a probability density function, instead of obtaining independent samples XI, ..., Xv from p(x) and using the estimate J, = Zf(xi)/N, we instead obtain the sample from a distribution with density q(x) and use the estimate J2 = Y{f(xj)p(x1)}/{q(xj)N}. This may be advantageous if it is easier to sample from q(x) thanp(x), but it is a difficult method to use in a large number of dimensions, since the values of the weights w(xi) = p(x1)/q(xj) for reasonable values of N may all be extremely small, or a few may be extremely large. In estimating the probability of an event A, however, these difficulties may not be as serious since the only values of w(x) which are important are those for which x -A. Since the methods proposed by Trotter & Tukey (1956) for the estimation of conditional expectations require the use of importance sampling, the same difficulties may be encountered in their use. (iii) Use a simulation technique; that is, if it is difficult to sample directly from p(x) or if p(x) is unknown, sample from some distribution q(y) and obtain the sample x values as some function of the corresponding y values. If we want samples from the conditional dis
14,965 citations
Cites methods from "Equation of state calculations by f..."
...With qtj = qH and slt = s$ I} we have the method devised by Metropolis et al. (1953) and with <?y = qit and sfj- = s^ ' we have Barker's (1965) method....
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...…2012 http://biom et.oxfordjournals.org/ D ow nloaded from 98 W. K. HASTINGS In this paper, we shall consider Markov chain methods of sampling that are generalizations of a method proposed by Metropolis et al. (1953), which has been used extensively for numerical problems in statistical mechanics....
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...SUMMARY A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates....
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