Markov Chain Monte Carlo Method without Detailed Balance - Condensed Matter > Statistical MechanicsReport as inadecuate




Markov Chain Monte Carlo Method without Detailed Balance - Condensed Matter > Statistical Mechanics - Download this document for free, or read online. Document in PDF available to download.

Abstract: We present a specific algorithm that generally satisfies the balancecondition without imposing the detailed balance in the Markov chain MonteCarlo. In our algorithm, the average rejection rate is minimized, and evenreduced to zero in many relevant cases. The absence of the detailed balancealso introduces a net stochastic flow in a configuration space, which furtherboosts up the convergence. We demonstrate that the autocorrelation time of thePotts model becomes more than 6 times shorter than that by the conventionalMetropolis algorithm. Based on the same concept, a bounce-free worm algorithmfor generic quantum spin models is formulated as well.



Author: Hidemaro Suwa, Synge Todo

Source: https://arxiv.org/







Related documents