论文标题
提起定向沃尔姆算法
Lifted directed-worm algorithm
论文作者
论文摘要
马尔可夫链蒙特卡洛法中,非可逆的马尔可夫链可以优于可逆链。提升是一种多功能方法,用于在状态空间中引入净随机流并构建非可逆的马尔可夫链。我们在这里提出提升技术的应用到定向沃尔姆算法。使用几何分配方法优化了蠕虫更新的过渡概率;蠕虫的反向散射概率被最小化,随机流量破坏了详细的平衡。我们证明了四维超维地晶格ISING模型的先前蠕虫和簇算法的性能改善。本算法的采样效率分别是标准蠕虫算法,沃尔夫群集算法和先前升起的蠕虫算法的样本效率。我们估计蠕虫和沃尔夫集群更新中的高立方晶格伊辛模型的动态关键指数为$ z \ 0 $。定向沃尔姆算法的提升版本可以应用于各种量子系统以及经典系统。
Nonreversible Markov chains can outperform reversible chains in the Markov chain Monte Carlo method. Lifting is a versatile approach to introducing net stochastic flow in state space and constructing a nonreversible Markov chain. We present here an application of the lifting technique to the directed-worm algorithm. The transition probability of the worm update is optimized using the geometric allocation approach; the worm backscattering probability is minimized, and the stochastic flow breaking the detailed balance is maximized. We demonstrate the performance improvement over the previous worm and cluster algorithms for the four-dimensional hypercubic lattice Ising model. The sampling efficiency of the present algorithm is approximately 80, 5, and 1.7 times as high as those of the standard worm algorithm, the Wolff cluster algorithm, and the previous lifted worm algorithm, respectively. We estimate the dynamic critical exponent of the hypercubic lattice Ising model to be $z \approx 0$ in the worm and the Wolff cluster updates. The lifted version of the directed-worm algorithm can be applied to a variety of quantum systems as well as classical systems.