Direction-sweep Markov chains

DOI10.1088/1751-8121/ac508azbMath1505.82066arXiv2007.15615OpenAlexW4210270034MaRDI QIDQ5049692

Philipp Höllmer, Liang Qin, Werner Krauth

Publication date: 11 November 2022

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.15615

zbMATH Keywords

stochastic processesLangevin equationMonte Carlo methodsnon-reversible Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods applied to problems in statistical mechanics (82M31)

Cites Work

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• Non-reversible Monte Carlo simulations of spin models
• Probability Theory
• Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains
• Equation of State Calculations by Fast Computing Machines

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