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شبیه‌سازی مونت کارلو دینامیک×نمونه‌گیری گیبس×
حوزهبیزیبیزی
خانوادهBayesian methodsBayesian methods
سال پیدایش1975–19771984
پدیدآورBortz, Kalos & Lebowitz (physics); Gillespie (chemistry)Stuart Geman & Donald Geman
نوعstochastic simulationMCMC sampling algorithm
منبع بنیادینBortz, A. B., Kalos, M. H., & Lebowitz, J. L. (1975). A new algorithm for Monte Carlo simulation of Ising spin systems. Journal of Computational Physics, 17(1), 10–18. DOI ↗Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741. DOI ↗
نام‌های دیگرDMC simulation, kinetic Monte Carlo, time-driven Monte Carlo, event-driven Monte CarloGibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
مرتبط65
خلاصهDynamic Monte Carlo (DMC) simulation is a computational method that tracks the stochastic time evolution of a system by drawing random event sequences weighted by transition rates. Unlike static Monte Carlo sampling of equilibrium distributions, DMC explicitly advances a clock, making it suitable for kinetic, reaction, and time-dependent phenomena where the sequence and timing of events matter.Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.
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ScholarGateمقایسهٔ روش‌ها: Dynamic Monte Carlo Simulation · Gibbs Sampling. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare