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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.
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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