On the swapping algorithm
نویسندگان
چکیده
The Metropolis-coupled Markov chain method (or “Swapping Algorithm”) is an empirically successful hybrid Monte Carlo algorithm. It alternates between standard transitions on parallel versions of the system at different parameter values, and swapping two versions. We prove rapid mixing for two bimodal examples, including the mean-field Ising model. © 2002 Wiley Periodicals, Inc. Random Struct. Alg., 22: 66–97, 2003
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عنوان ژورنال:
- Random Struct. Algorithms
دوره 22 شماره
صفحات -
تاریخ انتشار 2003