4.8 Article

Markov Chain Monte Carlo Method without Detailed Balance

Journal

PHYSICAL REVIEW LETTERS
Volume 105, Issue 12, Pages -

Publisher

AMER PHYSICAL SOC
DOI: 10.1103/PhysRevLett.105.120603

Keywords

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Funding

  1. JSPS [20540364]
  2. MEXT, Japan
  3. Grants-in-Aid for Scientific Research [20540364] Funding Source: KAKEN

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We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in many relevant cases. The absence of the detailed balance also introduces a net stochastic flow in a configuration space, which further boosts up the convergence. We demonstrate that the autocorrelation time of the Potts model becomes more than 6 times shorter than that by the conventional Metropolis algorithm. Based on the same concept, a bounce-free worm algorithm for generic quantum spin models is formulated as well.

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