Combined Flat Histogram Monte Carlo Method for Efficient Simulation of Communication Systems

Author

Wijesinghe, P. ; Gunawardana, U. ; Liyanapathirana, R.

Author_Institution

Sch. of Comput., Eng. & Math., Univ. of Western Sydney, Sydney, NSW, Australia

Volume

16

Issue

1

fYear

2012

fDate

1/1/2012 12:00:00 AM

Firstpage

80

Lastpage

82

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.

Keywords

Monte Carlo methods; matrix algebra; probability; sampling methods; TMMC method; WL method; Wang-Landau flat histogram methods; communication system simulation; intermediate estimation; transition matrix Monte Carlo flat histogram methods; Estimation; Heuristic algorithms; Histograms; MIMO; Markov processes; Monte Carlo methods; Markov chain Monte Carlo; Wang-Landau algorithm; adaptive importance sampling; transition matrix Monte Carlo;

fLanguage

English

Journal_Title

Communications Letters, IEEE

Publisher

ieee

ISSN

1089-7798

Type

jour

DOI

10.1109/LCOMM.2011.110711.110825

Filename

6082365