Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints.

DOI10.1007/BF01013668zbMath1086.82549OpenAlexW1975168366WikidataQ56893681 ScholiaQ56893681MaRDI QIDQ1963723

Alan D. Sokal, Andrea Pelissetto, Sergio Caracciolo

Publication date: 2 February 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01013668

zbMATH Keywords

Monte Carlopolymercritical exponentpivot algorithmcut-and-pasteSelf-avoiding walkBFACF algorithm

Mathematics Subject Classification ID

Related Items (13)

Which ergodic averages have finite asymptotic variance? ⋮ Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance ⋮ Join-and-Cut algorithm for self-avoiding walks with variable length and free endpoints ⋮ Efficiency of the incomplete enumeration algorithm for Monte-Carlo simulation of linear and branched polymers ⋮ An Extension of the Metropolis Algorithm ⋮ Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario ⋮ Monte Carlo Methods for Lattice Polygons ⋮ Importance sampling for families of distributions ⋮ A general limitation on Monte Carlo algorithms of the Metropolis type ⋮ A Monte Carlo algorithm for lattice ribbons. ⋮ Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains ⋮ Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC

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