Resource data
Metropolis algorithm and equienergy sampling for two mean field spin
systems
Federico, Bassetti Fabrizio, Leisen
Location:
http://arxiv.org/abs/0704.0906
In this paper we study the Metropolis algorithm in connection with two
mean--field spin systems, the so called mean--field Ising model and the
Blume--Emery--Griffiths model. In both this examples the naive choice of
proposal chain gives rise, for some parameters, to a slowly mixing Metropolis
chain, that is a chain whose spectral gap decreases exponentially fast (in the
dimension $N$ of the problem). Here we show how a slight variant in the
proposal chain can avoid this problem, keeping the mean computational cost
similar to the cost of the usual Metropolis. More precisely we prove that, with
a suitable variant in the proposal, the Metropolis chain has a spectral gap
which decreases polynomially in 1/N. Using some symmetry structure of the
energy, the method rests on allowing appropriate jumps within the energy level
of the starting state.
Belongs to: arXiv
Descargar SCORM
¡Sea el primero en solicitar este recurso!
Para poder solicitar este recurso debe identificarse como usuario de la biblioteca
Users rating
No hay ninguna valoración para este recurso. Sea el primero en
valorar este recurso.
Detalles del recurso
|
Metropolis algorithm and equienergy sampling for two mean field spin
systems
|
| Id. |
22611683 |
| Titulo |
Metropolis algorithm and equienergy sampling for two mean field spin
systems |
| Autor(es) |
Federico, Bassetti Fabrizio, Leisen |
| Location |
http://arxiv.org/abs/0704.0906
|
| Versión |
1.0 |
| Estado |
Final
|
| Descripción |
In this paper we study the Metropolis algorithm in connection with two
mean--field spin systems, the so called mean--field Ising model and the
Blume--Emery--Griffiths model. In both this examples the naive choice of
proposal chain gives rise, for some parameters, to a slowly mixing Metropolis
chain, that is a chain whose spectral gap decreases exponentially fast (in the
dimension $N$ of the problem). Here we show how a slight variant in the
proposal chain can avoid this problem, keeping the mean computational cost
similar to the cost of the usual Metropolis. More precisely we prove that, with
a suitable variant in the proposal, the Metropolis chain has a spectral gap
which decreases polynomially in 1/N. Using some symmetry structure of the
energy, the method rests on allowing appropriate jumps within the energy level
of the starting state. |
| Palabras clave |
Mathematics - Probability |
| Tipo de recurso |
Texto Narrativo
|
| Tipo de Interactividad |
Expositivo
|
| Nivel de Interactividad |
muy bajo
|
| Audiencia |
Estudiante
Profesor
Autor
|
| Estructura |
Atomic |
| Coste |
no
|
| Copyright |
sí
|
| Requerimientos técnicos |
Browser: Any |
| Fecha de contribución |
25-jun-2007 |
| Contacto |
|
|