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Monte Carlo without chains. (English) Zbl 1165.65302
Summary: A sampling method for spin systems is presented. The spin lattice is written as the union of a nested sequence of sublattices, all but the last with conditionally independent spins, which are sampled in succession using their marginals. The marginals are computed concurrently by a fast algorithm; errors in the evaluation of the marginals are offset by weights. There are no Markov chains and each sample is independent of the previous ones; the cost of a sample is proportional to the number of spins (but the number of samples needed for good statistics may grow with array size). The examples include the Edwards-Anderson spin glass in three dimensions.
MSC:
65C05 Monte Carlo methods
65C20 Probabilistic models, generic numerical methods in probability and statistics
82D30 Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses)
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