Nonphysical Sampling Distributions in Monte Carlo Free-Energy Estimation: Umbrella Sampling
Summary of Torrie and Valleau's 1977 paper that introduces Umbrella Sampling, a powerful and general importance sampling technique for overcoming the …
Monte-Carlo
3 posts tagged with monte-carlo.
Various Techniques Used in Connection With Random Digits
Summary of John von Neumann's 1951 paper (transcribed by G. E. Forsythe) that lays the conceptual groundwork for modern pseudo-random number …
Von Neumann's Trick: Generating Randomness Without a Logarithm
A Python tutorial replicating John von Neumann's clever comparison-based algorithm for exponential sampling and comparing its performance to the …