Transactions of the Japanese Society for Artificial Intelligence
Online ISSN : 1346-8030
Print ISSN : 1346-0714
ISSN-L : 1346-0714
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Population Monte Carlo algorithms
Yukito Iba
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2001 Volume 16 Issue 2 Pages 279-286

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Abstract

We give a cross-disciplinary survey on “population” Monte Carlo algorithms.In these algorithms, a set of “walkers” or “particles” is used as a representation of a high-dimensional vector. The computation is carried out by a random walk and split/deletion of these objects. The algorithms are developed in various fields in physics and statistical sciences and called by lots of different terms — “quantum Monte Carlo”, “transfer-matrix Monte Carlo”, “Monte Carlo filter (particle filter)”, “sequential Monte Carlo” and “PERM” etc. Here we discuss them in a coherent framework. We also touch on related algorithms —genetic algorithms and annealed importance sampling.

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© 2001 JSAI (The Japanese Society for Artificial Intelligence)
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