On the optimal relaxation
On the optimal relaxation rate for the Metropolis algorithm in one dimension
On the optimal relaxation rate for the Metropolis algorithm in one dimension
arXiv:2402.11267v3 Announce Type: replace-cross
Abstract: We study the relaxation of the Metropolis Monte Carlo algorithm corresponding to a single particle trapped in a one-dimensional confining potential, with even jump distributions that ensure that the dynamics verifies detailed balance. Previo…
