1205.3734 (Thomas Prellberg)

From Rosenbluth Sampling to PERM - rare event sampling with stochastic
growth algorithms    [PDF]

Thomas Prellberg

We discuss uniform sampling algorithms that are based on stochastic growth methods, using sampling of extreme configurations of polymers in simple lattice models as a motivation. We shall show how a series of clever enhancements to a fifty-odd year old algorithm, the Rosenbluth method, led to a cutting-edge algorithm capable of uniform sampling of equilibrium statistical mechanical systems of polymers in situations where competing algorithms failed to perform well. Examples range from collapsed homo-polymers near sticky surfaces to models of protein folding.

View original: http://arxiv.org/abs/1205.3734