MONTE CARLO WITHOUT CHAINS

被引：4
|
作者：
Chorin, Alexandre J. [1 ]
机构：
[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
来源：
COMMUNICATIONS IN APPLIED MATHEMATICS AND COMPUTATIONAL SCIENCE | 2008年 / 3卷 / 01期
基金：
美国国家科学基金会;
关键词：
Monte Carlo; no Markov chain; marginal; spin glass;
D O I：
10.2140/camcos.2008.3.77
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：77 / 93
页数：17
相关论文
共 50 条
  • [1] Monte Carlo Studies of Tethered Chains
    Karaiskos, Emmanuel
    Bitsanis, Ioannis A.
    Anastasiadis, Spiros H.
    [J]. JOURNAL OF POLYMER SCIENCE PART B-POLYMER PHYSICS, 2009, 47 (24) : 2449 - 2461
  • [2] Monte Carlo Simulation and Critical Chains
    Tysiak, Wolfgang
    [J]. PROCEEDINGS OF THE 2017 9TH IEEE INTERNATIONAL CONFERENCE ON INTELLIGENT DATA ACQUISITION AND ADVANCED COMPUTING SYSTEMS: TECHNOLOGY AND APPLICATIONS (IDAACS), VOL 1, 2017, : 471 - 474
  • [3] Genetic Monte Carlo Markov Chains
    Hajek, Stefano
    [J]. Biological and Artificial Intelligence Environments, 2005, : 251 - 259
  • [4] MONTE CARLO PROCEDURES FOR GENERATION OF NONINTERSECTING CHAINS
    WALL, FT
    GANS, PJ
    WINDWER, S
    [J]. JOURNAL OF CHEMICAL PHYSICS, 1962, 37 (07): : 1461 - &
  • [5] Probabilistic regressor chains with Monte Carlo methods
    Read, Jesse
    Martino, Luca
    [J]. NEUROCOMPUTING, 2020, 413 (413) : 471 - 486
  • [6] A monte carlo estimation of the entropy for Markov chains
    Chauveau, Didier
    Vandekerkhove, Pierre
    [J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2007, 9 (01) : 133 - 149
  • [7] MONTE-CARLO SIMULATION OF POLYAMPHOLYTE CHAINS
    DESOUZA, AR
    DEGREVE, L
    [J]. MOLECULAR SIMULATION, 1993, 11 (06) : 337 - 344
  • [8] Monte Carlo simulations of interacting anyon chains
    Tran, Huan
    Bonesteel, N. E.
    [J]. COMPUTATIONAL MATERIALS SCIENCE, 2010, 49 (04) : 5395 - 5398
  • [9] Monte Carlo simulations of grafted chains at interfaces
    Sahlin, JJ
    Peppas, NA
    [J]. JOURNAL OF APPLIED POLYMER SCIENCE, 1997, 64 (03) : 547 - 551
  • [10] Stratified Monte Carlo simulation of Markov chains
    Fakhereddine, Rana
    El Haddad, Rami
    Lecot, Christian
    El Maalouf, Joseph
    [J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2017, 135 : 51 - 62
12345