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- W2089622185 abstract "Strict detailed balance is not necessary for Markov chain Monte Carlo simulations to converge to the correct equilibrium distribution. In this work, we propose a new algorithm which only satisfies the weaker balance condition, and it is shown analytically to have better mobility over the phase space than the Metropolis algorithm satisfying strict detailed balance. The new algorithm employs sequential updating and yields better sampling statistics than the Metropolis algorithm with random updating. We illustrate the efficiency of the new algorithm on the two-dimensional Ising model. The algorithm is shown to identify the correct equilibrium distribution and to converge faster than the Metropolis algorithm with strict detailed balance. The main advantages of the new algorithm are its simplicity and the feasibility of parallel implementation through domain decomposition." @default.
- W2089622185 created "2016-06-24" @default.
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- W2089622185 date "2006-02-14" @default.
- W2089622185 modified "2023-09-27" @default.
- W2089622185 title "Acceleration of Markov chain Monte Carlo simulations through sequential updating" @default.
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- W2089622185 doi "https://doi.org/10.1063/1.2168455" @default.
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