An Importance Sampling Scheme on Dual Factor Graphs - II. Models with Strong Couplings
نویسنده
چکیده
We consider the problem of estimating the partition function of the two-dimensional ferromagnetic Ising and Potts models in an external magnetic field. The estimation is done via importance sampling in the dual of the Forney factor graph representing the models. We present importance sampling schemes that can efficiently compute an estimate of the partition function in a wide range of model parameters. Emphasis is on models in which a subset of the coupling parameters is strong.
منابع مشابه
An Importance Sampling Scheme on Dual Factor Graphs. I. Models in a Strong External Field
We propose an importance sampling scheme to estimate the partition function of the two-dimensional ferromagnetic Ising model and the two-dimensional ferromagnetic q-state Potts model, both in the presence of an external magnetic field. The proposed scheme operates on the dual Forney factor graph and is capable of efficiently computing an estimate of the partition function under a wide range of ...
متن کاملAn Importance Sampling Algorithm for Models with Weak Couplings
We represent the Ising model of statistical physics by Forney factor graphs in the primal and in the dual domains. By analogy with Kirchhoff’s voltage and current laws, we show that in the primal Forney factor graph, the dependency among the variables is along the cycles, whereas in the dual Forney factor graph, the dependency is on the cutsets. In the primal (resp. dual) domain, dependent vari...
متن کاملEfficient Monte Carlo Methods for the Potts Model at Low Temperature
We consider the problem of estimating the partition function of the ferromagnetic q-state Potts model. We propose an importance sampling algorithm in the dual of the normal factor graph representing the model. The algorithm can efficiently compute an estimate of the partition function when the coupling parameters of the model are strong (corresponding to models at low temperature) or when the m...
متن کاملTracking Interval for Type II Hybrid Censoring Scheme
The purpose of this paper is to obtain the tracking interval for difference of expected Kullback-Leibler risks of two models under Type II hybrid censoring scheme. This interval helps us to evaluate proposed models in comparison with each other. We drive a statistic which tracks the difference of expected Kullback–Leibler risks between maximum likelihood estimators of the distribution in two diff...
متن کاملBayesian Two-Sample Prediction with Progressively Type-II Censored Data for Some Lifetime Models
Prediction on the basis of censored data is very important topic in many fields including medical and engineering sciences. In this paper, based on progressive Type-II right censoring scheme, we will discuss Bayesian two-sample prediction. A general form for lifetime model including some well known and useful models such asWeibull and Pareto is considered for obtaining prediction bounds ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- CoRR
دوره abs/1404.5666 شماره
صفحات -
تاریخ انتشار 2014