Combined flat histogram Monte Carlo method for efficient simulation of communication systems

P. Wijesinghe; U. Gunawardana; R. Liyanapathirana

doi:10.1109/LCOMM.2011.110711.110825

Combined flat histogram Monte Carlo method for efficient simulation of communication systems

P. Wijesinghe, U. Gunawardana, R. Liyanapathirana

School of Engineering, Design & Built Environment

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

A modified Monte Carlo (MC) method for efficient sampling of system outputs is derived by combining transition matrix Monte Carlo (TMMC) and Wang-Landau (WL) flat histogram methods. The proposed combination updates the estimation of the WL method using an intermediate estimate derived from the TMMC dynamics such that the variance of the resultant estimate is minimized. Combining the benefits of both methods, the new algorithm can estimate very low probabilities that are not normally reachable by the conventional MC using a realizable sample size.

Original language	English
Pages (from-to)	80-82
Number of pages	3
Journal	IEEE Communications Letters
Volume	16
Issue number	1
DOIs	https://doi.org/10.1109/LCOMM.2011.110711.110825
Publication status	Published - 2012

Keywords

Markov processes
Monte Carlo method
heuristic algorithms
histograms
sampling methods
simulation
telecommunication systems

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10.1109/LCOMM.2011.110711.110825

Cite this

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abstract = "A modified Monte Carlo (MC) method for efficient sampling of system outputs is derived by combining transition matrix Monte Carlo (TMMC) and Wang-Landau (WL) flat histogram methods. The proposed combination updates the estimation of the WL method using an intermediate estimate derived from the TMMC dynamics such that the variance of the resultant estimate is minimized. Combining the benefits of both methods, the new algorithm can estimate very low probabilities that are not normally reachable by the conventional MC using a realizable sample size.",

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AU - Wijesinghe, P.

AU - Gunawardana, U.

AU - Liyanapathirana, R.

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N2 - A modified Monte Carlo (MC) method for efficient sampling of system outputs is derived by combining transition matrix Monte Carlo (TMMC) and Wang-Landau (WL) flat histogram methods. The proposed combination updates the estimation of the WL method using an intermediate estimate derived from the TMMC dynamics such that the variance of the resultant estimate is minimized. Combining the benefits of both methods, the new algorithm can estimate very low probabilities that are not normally reachable by the conventional MC using a realizable sample size.

AB - A modified Monte Carlo (MC) method for efficient sampling of system outputs is derived by combining transition matrix Monte Carlo (TMMC) and Wang-Landau (WL) flat histogram methods. The proposed combination updates the estimation of the WL method using an intermediate estimate derived from the TMMC dynamics such that the variance of the resultant estimate is minimized. Combining the benefits of both methods, the new algorithm can estimate very low probabilities that are not normally reachable by the conventional MC using a realizable sample size.

KW - Markov processes

KW - Monte Carlo method

KW - heuristic algorithms

KW - histograms

KW - sampling methods

KW - simulation

KW - telecommunication systems

UR - http://handle.uws.edu.au:8081/1959.7/516947

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DO - 10.1109/LCOMM.2011.110711.110825

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SP - 80

EP - 82

JO - IEEE Communications Letters

JF - IEEE Communications Letters

IS - 1

ER -

Combined flat histogram Monte Carlo method for efficient simulation of communication systems

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Keywords

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