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

页码：77 / 93

页数：17

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