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2008 Monte Carlo without chains
Alexandre Chorin
Commun. Appl. Math. Comput. Sci. 3(1): 77-93 (2008). DOI: 10.2140/camcos.2008.3.77

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.

Citation

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Alexandre Chorin. "Monte Carlo without chains." Commun. Appl. Math. Comput. Sci. 3 (1) 77 - 93, 2008. https://doi.org/10.2140/camcos.2008.3.77

Information

Received: 5 February 2008; Revised: 9 July 2008; Accepted: 9 July 2008; Published: 2008
First available in Project Euclid: 20 December 2017

zbMATH: 1165.65302
MathSciNet: MR2425547
Digital Object Identifier: 10.2140/camcos.2008.3.77

Subjects:
Primary: 65C20, 82D30

Rights: Copyright © 2008 Mathematical Sciences Publishers

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