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EXTENDED ENSEMBLE MONTE CARLO

EXTENDED ENSEMBLE MONTE CARLO

"Extended Ensemble Monte Carlo" is a generic term that indicates a set of algorithms, which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel Tempering), Simulated Tempering (Expanded Ensemble Monte Carlo) and Multicanonical Monte Carlo (Adaptive Umbrella Sampling) are …