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Renormalization group approach to exact sampling.

Cédric Chanal1, Werner Krauth

  • 1CNRS-Laboratoire de Physique Statistique, Ecole Normale Supérieure, 24 rue Lhomond, 75231 Paris Cedex 05, France.

Physical Review Letters
|March 21, 2008
PubMed
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This study introduces a novel renormalization-group algorithm for complex physical systems. It generates exact, uncorrelated samples of the Boltzmann distribution using the "coupling from the past" method.

Area of Science:

  • Computational Physics
  • Statistical Mechanics
  • Renormalization Group Theory

Background:

  • Complex physical systems require accurate sampling of Boltzmann distributions.
  • Markov chain Monte Carlo methods can suffer from long correlation times.
  • The
  • coupling from the past

Purpose of the Study:

  • To implement an efficient and rigorous
  • coupling from the past

Main Methods:

  • A general renormalization-group algorithm was developed.
  • The algorithm evolves configuration space under Markov chain Monte Carlo dynamics.
  • It processes configurations from increasing length scales.

Main Results:

Related Experiment Videos

  • The algorithm generates
  • exact samples

Conclusions:

  • The developed algorithm successfully implements
  • coupling from the past