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arXiv 0707.4117cond-mat.stat-mechcond-mat.dis-nn
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精确采样的重整化群方法

Renormalization group approach to exact sampling

Cedric Chanal, Werner Krauth

摘要:

在这封信中,我们使用一个通用的重整化群算法来实现Propp和Wilson的“耦合从过去”的方法来复杂的物理系统。我们的算法如下的马尔可夫链蒙特卡罗动力学下的整个配置空间的演变,从部分配置(补丁)的长度不断增加的尺度,它允许我们生成的玻尔兹曼分布,这是严格证明是不相关的初始条件的“精确样本”。我们验证了我们的方法在二维伊辛自旋玻璃的大小为64 × 64的晶格。

英文摘要:

In this Letter, we use a general renormalization-group algorithm to implement Propp and Wilson's "coupling from the past" approach to complex physical systems. Our algorithm follows the evolution of the entire configuration space under the Markov chain Monte Carlo dynamics from parts of the configurations (patches) on increasing length scales, and it allows us to generate "exact samples" of the Boltzmann distribution, which are rigorously proven to be uncorrelated with the initial condition. We validate our approach in the two-dimensional Ising spin glass on lattices of size 64 x 64.

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