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Error estimation in the histogram Monte Carlo method

Publication ,  Journal Article
Newman, MEJ; Palmer, RG
Published in: Journal of Statistical Physics
January 1, 1999

We examine the sources of error in the histogram reweighting method for Monte Carlo data analysis. We demonstrate that, in addition to the standard statistical error which has been studied elsewhere, there are two other sources of error, one arising through correlations in the reweighted samples, and one arising from the finite range of energies sampled by a simulation of finite length. We demonstrate that while the former correction is usually negligible by comparison with statistical fluctuations, the latter may not be, and give criteria for judging the range of validity of histogram extrapolations based on the size of this latter correction.

Duke Scholars

Published In

Journal of Statistical Physics

DOI

ISSN

0022-4715

Publication Date

January 1, 1999

Volume

97

Issue

5-6

Start / End Page

1011 / 1026

Related Subject Headings

  • Fluids & Plasmas
  • 51 Physical sciences
  • 49 Mathematical sciences
  • 02 Physical Sciences
  • 01 Mathematical Sciences
 

Citation

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Newman, M. E. J., & Palmer, R. G. (1999). Error estimation in the histogram Monte Carlo method. Journal of Statistical Physics, 97(5–6), 1011–1026. https://doi.org/10.1023/a:1004614130865
Newman, M. E. J., and R. G. Palmer. “Error estimation in the histogram Monte Carlo method.” Journal of Statistical Physics 97, no. 5–6 (January 1, 1999): 1011–26. https://doi.org/10.1023/a:1004614130865.
Newman MEJ, Palmer RG. Error estimation in the histogram Monte Carlo method. Journal of Statistical Physics. 1999 Jan 1;97(5–6):1011–26.
Newman, M. E. J., and R. G. Palmer. “Error estimation in the histogram Monte Carlo method.” Journal of Statistical Physics, vol. 97, no. 5–6, Jan. 1999, pp. 1011–26. Scopus, doi:10.1023/a:1004614130865.
Newman MEJ, Palmer RG. Error estimation in the histogram Monte Carlo method. Journal of Statistical Physics. 1999 Jan 1;97(5–6):1011–1026.
Journal cover image

Published In

Journal of Statistical Physics

DOI

ISSN

0022-4715

Publication Date

January 1, 1999

Volume

97

Issue

5-6

Start / End Page

1011 / 1026

Related Subject Headings

  • Fluids & Plasmas
  • 51 Physical sciences
  • 49 Mathematical sciences
  • 02 Physical Sciences
  • 01 Mathematical Sciences