马尔可夫链生成的离散化及其在多重正则方法中的应用
Parallelization of Markov chain generation and its application to the multicanonical method
摘要:
我们开发了一个简单的算法来并行化马尔可夫链的生成过程。在该算法中,多个马尔可夫链并行生成,并连接在一起,使一个更长的马尔可夫链。使用细致平衡来处理组成马尔可夫链之间的连接。我们将并行化算法应用于二维伊辛模型的多规范计算,并证明了多规范权重的准确估计。
英文摘要:
We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent Markov chains are processed using the detailed balance. We apply the parallelization algorithm to multicanonical calculations of the two-dimensional Ising model and demonstrate accurate estimation of multicanonical weights.
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