Markov Chain Monte Carlo Method without Detailed Balance

Hidemaro Suwa and Synge Todo
Phys. Rev. Lett. 105, 120603 – Published 17 September 2010

Abstract

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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  • Received 14 July 2010

DOI:https://doi.org/10.1103/PhysRevLett.105.120603

© 2010 The American Physical Society

Authors & Affiliations

Hidemaro Suwa1 and Synge Todo1,2

  • 1Department of Applied Physics, University of Tokyo, Tokyo 113-8656, Japan
  • 2CREST, Japan Science and Technology Agency, Kawaguchi 332-0012, Japan

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Issue

Vol. 105, Iss. 12 — 17 September 2010

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