Monte Carlo without chains

DOI10.2140/CAMCOS.2008.3.77zbMATH Open1165.65302arXiv0802.1046OpenAlexW2964237536MaRDI QIDQ1018992FDOQ1018992

Alexandre J. Chorin

Publication date: 26 May 2009

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Abstract: A sampling method for spin systems is presented. The spin lattice is written as the union of a nested sequence of sublattices, all but the last with conditionally independent spins, which are sampled in succession using their marginals. The marginals are computed concurrently by a fast algorithm; errors in the evaluation of the marginals are offset by weights. There are no Markov chains and each sample is independent of the previous ones; the cost of a sample is proportional to the number of spins (but the number of samples needed for good statistics may grow with array size). The examples include the Edwards-Anderson spin glass in three dimensions.

Full work available at URL: https://arxiv.org/abs/0802.1046

zbMATH Keywords

algorithmMonte Carlo methodmarginalsspin systemsspin glassessampling methodno Markov chains

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

Cited In (3)

• Running Markov chain without Markov basis
• The use of optimized Monte Carlo methods for studying spin glasses
• Note on Monte Carlo methods without necessary detailed balance.

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