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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.

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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
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Estructura Atomic
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Fecha de contribución 25-jun-2007
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