메뉴 건너뛰기




Volumn 9, Issue 1, 1996, Pages 223-252

Exact sampling with coupled Markov chains and applications to statistical mechanics

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0005193926     PISSN: 10429832     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1098-2418(199608/09)9:1/2<223::AID-RSA14>3.0.CO;2-O     Document Type: Article
Times cited : (916)

References (64)
  • 1
    • 0000052835 scopus 로고
    • A random walk construction of uniform spanning trees and uniform labelled trees
    • D. J. Aldous, A random walk construction of uniform spanning trees and uniform labelled trees, SIAM J. Discrete Math., 3(4), 450-465 (1990).
    • (1990) SIAM J. Discrete Math. , vol.3 , Issue.4 , pp. 450-465
    • Aldous, D.J.1
  • 3
    • 38249036545 scopus 로고
    • Strong uniform times and finite random walks
    • D. Aldous and P. Diaconis, Strong uniform times and finite random walks, Adv. Appl. Math., 8(1), 69-97 (1987).
    • (1987) Adv. Appl. Math. , vol.8 , Issue.1 , pp. 69-97
    • Aldous, D.1    Diaconis, P.2
  • 6
    • 30244547613 scopus 로고
    • Wiley, New York, with appendix by Paul Erdos
    • N. Alon and J. H. Spencer, The Probabilistic Method, Wiley, New York, 1992, with appendix by Paul Erdos.
    • (1992)
    • Alon, N.1    Spencer, J.H.2    Method, T.P.3
  • 9
    • 0000013152 scopus 로고
    • On the statistical analysis of dirty pictures
    • J. Besag, On the statistical analysis of dirty pictures, J. Roy. Stat. Soc. B, 48(3), 259-302 (1986).
    • (1986) J. Roy. Stat. Soc. B , vol.48 , Issue.3 , pp. 259-302
    • Besag, J.1
  • 10
    • 0000875733 scopus 로고
    • Generalized Monte Carlo significance tests
    • J. Besag and P. Clifford, Generalized Monte Carlo significance tests, Biometrika, 76(4), 633-642 (1989).
    • (1989) Biometrika , vol.76 , Issue.4 , pp. 633-642
    • Besag, J.1    Clifford, P.2
  • 13
    • 0000884168 scopus 로고
    • Orderings of coxeter groups
    • Contemporary Mathematics. #34, American Mathematical Society, Providence, RI
    • A. Björner, Orderings of Coxeter groups, in Combinatorics and Algebra, Contemporary Mathematics. #34, American Mathematical Society, Providence, RI, 1984, pp. 175-195.
    • (1984) Combinatorics and Algebra , pp. 175-195
    • Björner, A.1
  • 14
    • 0001546262 scopus 로고
    • Roughening transitions and the zero-temperature triangular Ising antiferromagnet
    • H. W. J. Blöte and H. J. Hilhorst, Roughening transitions and the zero-temperature triangular Ising antiferromagnet, J. Phys. A, 15(11), L631-L637 (1982).
    • (1982) J. Phys. A , vol.15 , Issue.11
    • Blöte, H.W.J.1    Hilhorst, H.J.2
  • 15
    • 0024766764 scopus 로고
    • Generating random spanning trees
    • A. Broder, Generating random spanning trees, Found. Comput. Sci., 442-447 (1989).
    • (1989) Found. Comput. Sci. , pp. 442-447
    • Broder, A.1
  • 16
    • 0001937215 scopus 로고    scopus 로고
    • Local statistics for random domino tilings of the Aztec diamond
    • to appear
    • H. Cohn, N. Elkies, and J. Propp, Local statistics for random domino tilings of the Aztec diamond, Duke Math. J. (1996), to appear.
    • (1996) Duke Math. J.
    • Cohn, H.1    Elkies, N.2    Propp, J.3
  • 17
    • 0001250041 scopus 로고
    • Tiling with polyominoes and combinatorial group theory
    • J. Conway and J. Lagarias, Tiling with polyominoes and combinatorial group theory, J. Combinat. Theor. Ser. A, 53, 183-208 (1990).
    • (1990) J. Combinat. Theor. Ser. A , vol.53 , pp. 183-208
    • Conway, J.1    Lagarias, J.2
  • 20
    • 0002740591 scopus 로고
    • Geometric bounds for eigenvalues of Markov chains
    • P. Diaconis and D. Stroock, Geometric bounds for eigenvalues of Markov chains, Ann. Appl. Probab. 1(1), 36-61 (1991).
    • (1991) Ann. Appl. Probab. , vol.1 , Issue.1 , pp. 36-61
    • Diaconis, P.1    Stroock, D.2
  • 21
    • 84972540960 scopus 로고    scopus 로고
    • Algebraic algorithms for sampling from conditional distributions
    • to appear
    • P. Diaconis and B. Sturmfels, Algebraic algorithms for sampling from conditional distributions, Ann. Stat., to appear.
    • Ann. Stat.
    • Diaconis, P.1    Sturmfels, B.2
  • 23
    • 0041855748 scopus 로고
    • On the random cluster model. I. Introduction and relation to other models
    • C. M. Fortuin and P. W. Kasteleyn, On the random cluster model. I. Introduction and relation to other models, Physica, 57(4), 536-564 (1972).
    • (1972) Physica , vol.57 , Issue.4 , pp. 536-564
    • Fortuin, C.M.1    Kasteleyn, P.W.2
  • 24
    • 0002748055 scopus 로고
    • Correlation inequalities on some partially ordered sets
    • C. M. Fortuin, P. W. Kasteleyn, and J. Ginibre, Correlation inequalities on some partially ordered sets, Commun. Math. Phys., 22, 89-103 (1971).
    • (1971) Commun. Math. Phys. , vol.22 , pp. 89-103
    • Fortuin, C.M.1    Kasteleyn, P.W.2    Ginibre, J.3
  • 25
    • 0000207240 scopus 로고
    • Convergence rates of the Gibbs sampler, the metropolis algorithm and other single-site updating dynamics
    • A. Frigessi, C.-R. Hwang, S.-J. Sheu, and P. di Stefano, Convergence rates of the Gibbs sampler, the Metropolis algorithm and other single-site updating dynamics, J. Roy. Stat. Soc. B, 55(1), 205-219 (1993).
    • (1993) J. Roy. Stat. Soc. B , vol.55 , Issue.1 , pp. 205-219
    • Frigessi, A.1    Hwang, C.-R.2    Sheu, S.-J.3    Di Stefano, P.4
  • 26
    • 0021518209 scopus 로고
    • Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images
    • S. Geman and D. Geman, Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images, IEEE Trans. Pattern Anal. Machine Intell., PAMI-6(6), 721-724 (1984).
    • (1984) IEEE Trans. Pattern Anal. Machine Intell. , vol.PAMI-6 , Issue.6 , pp. 721-724
    • Geman, S.1    Geman, D.2
  • 27
    • 0003239547 scopus 로고
    • Additive and cancellative interacting particle systems
    • Springer-Verlag, New York
    • D. Griffeath, Additive and Cancellative Interacting Particle Systems, Lecture Notes in Mathematics 724, Springer-Verlag, New York, 1979.
    • (1979) Lecture Notes in Mathematics , vol.724
    • Griffeath, D.1
  • 28
    • 0004246476 scopus 로고
    • Springer-Verlag, New York
    • G. Grimmett, Percolation, Springer-Verlag, New York, 1989.
    • (1989) Percolation
    • Grimmett, G.1
  • 29
    • 21344436631 scopus 로고
    • The stochastic random-cluster process and the uniqueness of random-cluster measures
    • G. Grimmett, The stochastic random-cluster process and the uniqueness of random-cluster measures, Ann. Prob., 23(4), 1461-1510 (1995).
    • (1995) Ann. Prob. , vol.23 , Issue.4 , pp. 1461-1510
    • Grimmett, G.1
  • 30
    • 0039987846 scopus 로고
    • Randomized dynamic graph algorithms with polylogarithmic time per operation
    • M. R. Henzinger and V. King, Randomized dynamic graph algorithms with polylogarithmic time per operation, ACM Symp. Theory of Computing, 1995, pp. 519-527.
    • (1995) ACM Symp. Theory of Computing , pp. 519-527
    • Henzinger, M.R.1    King, V.2
  • 31
    • 0001044610 scopus 로고
    • Remarks on the FKG inequalities
    • R. Holley, Remarks on the FKG inequalities, Commun. Math. Phys., 36, 227-231 (1974).
    • (1974) Commun. Math. Phys. , vol.36 , pp. 227-231
    • Holley, R.1
  • 32
    • 0000550994 scopus 로고
    • Ergodic theorems for weakly interacting systems and the voter model
    • R. Holley and T. Liggett, Ergodic theorems for weakly interacting systems and the voter model, Ann. Probab., 3, 643-663 (1975).
    • (1975) Ann. Probab. , vol.3 , pp. 643-663
    • Holley, R.1    Liggett, T.2
  • 33
    • 0001557360 scopus 로고
    • On the rate of convergence of the metropolis algorithm and Gibbs sampler by geometric bounds
    • S. Ingrassia, On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds, Ann. Appl. Probab., 4(2), 347-389 (1994).
    • (1994) Ann. Appl. Probab. , vol.4 , Issue.2 , pp. 347-389
    • Ingrassia, S.1
  • 34
    • 0024904712 scopus 로고
    • Approximating the permanent
    • M. Jerrum and A. Sinclair, Approximating the permanent, SIAM J. Comput., 18(6), 1149-1178 (1989).
    • (1989) SIAM J. Comput. , vol.18 , Issue.6 , pp. 1149-1178
    • Jerrum, M.1    Sinclair, A.2
  • 39
    • 0003018926 scopus 로고
    • Equivalence of the dimer resonating-valence-bond problem to the quantum roughening problem
    • L. S. Levitov, Equivalence of the dimer resonating-valence-bond problem to the quantum roughening problem, Phys. Rev. Lett., 64(1), 92-94 (1990).
    • (1990) Phys. Rev. Lett. , vol.64 , Issue.1 , pp. 92-94
    • Levitov, L.S.1
  • 40
    • 36049056500 scopus 로고
    • Residual entropy of square ice
    • E. Lieb, Residual entropy of square ice, Phys. Rev., 162, 162-172 (1967).
    • (1967) Phys. Rev. , vol.162 , pp. 162-172
    • Lieb, E.1
  • 43
    • 84990712766 scopus 로고
    • On the randomized complexity of volume and diameter
    • L. Lovász and M. Simonovits, On the randomized complexity of volume and diameter, Found. Comput. Sci., 482-491 (1992).
    • (1992) Found. Comput. Sci. , pp. 482-491
    • Lovász, L.1    Simonovits, M.2
  • 44
    • 0003196660 scopus 로고
    • Exact mixing in an unknown Markov chain
    • Paper #R15
    • L. Lovász and P. Winkler, Exact mixing in an unknown Markov chain, Electronic J. Combinat., 2 (1995) Paper #R15.
    • (1995) Electronic J. Combinat. , vol.2
    • Lovász, L.1    Winkler, P.2
  • 45
    • 0029519310 scopus 로고
    • Markov chain algorithms for planar lattice structures
    • extended abstract
    • M. Luby, D. Randall, and A. Sinclair, Markov chain algorithms for planar lattice structures (extended abstract), Found. Comput. Sci., 150-159 (1995).
    • (1995) Found. Comput. Sci. , pp. 150-159
    • Luby, M.1    Randall, D.2    Sinclair, A.3
  • 46
    • 21844513092 scopus 로고
    • For 2-d lattice spin systems weak mixing implies strong mixing
    • F. Martinelli, E. Olivieri, and R. H. Schonmann, For 2-d lattice spin systems weak mixing implies strong mixing, Commun. Math. Phys., 165(1), 33-47 (1994).
    • (1994) Commun. Math. Phys. , vol.165 , Issue.1 , pp. 33-47
    • Martinelli, F.1    Olivieri, E.2    Schonmann, R.H.3
  • 48
    • 84923618271 scopus 로고
    • Minorization conditions and convergence rates for Markov chain Monte Carlo
    • J. S. Rosenthal, Minorization conditions and convergence rates for Markov chain Monte Carlo, J. Am. Stat. Assoc., 90(430), 558-566 (1995).
    • (1995) J. Am. Stat. Assoc. , vol.90 , Issue.430 , pp. 558-566
    • Rosenthal, J.S.1
  • 49
    • 21344478931 scopus 로고
    • Slow droplet-driven relaxation of stochastic Ising models in the vicinity of the phase coexistence region
    • R. H. Schonmann, Slow droplet-driven relaxation of stochastic Ising models in the vicinity of the phase coexistence region, Commun. Math. Phys., 161(1), 1-49 (1994).
    • (1994) Commun. Math. Phys. , vol.161 , Issue.1 , pp. 1-49
    • Schonmann, R.H.1
  • 53
    • 0000284028 scopus 로고
    • The logarithmic Sobolev inequality for discrete spin systems on a lattice
    • D. W. Stroock and B. Zegarlinski, The logarithmic Sobolev inequality for discrete spin systems on a lattice, Commun. Math. Phys., 149(1), 175-193 (1992).
    • (1992) Commun. Math. Phys. , vol.149 , Issue.1 , pp. 175-193
    • Stroock, D.W.1    Zegarlinski, B.2
  • 54
    • 0001670303 scopus 로고
    • Monte Carlo study of weighted percolation clusters relevant to the Potts models
    • M. Sweeny, Monte Carlo study of weighted percolation clusters relevant to the Potts models, Phys. Rev. B, 27(7), 4445-4455 (1983).
    • (1983) Phys. Rev. B , vol.27 , Issue.7 , pp. 4445-4455
    • Sweeny, M.1
  • 55
    • 33747349191 scopus 로고
    • Nonuniversal critical dynamics in Monte Carlo simulations
    • R. H. Swendsen and J.-S. Wang, Nonuniversal critical dynamics in Monte Carlo simulations, Phys. Rev. Lett., 58(2), 86-88 (1987).
    • (1987) Phys. Rev. Lett. , vol.58 , Issue.2 , pp. 86-88
    • Swendsen, R.H.1    Wang, J.-S.2
  • 56
    • 0002545247 scopus 로고
    • Bound on the mass gap for finite volume stochastic Ising models at low temperature
    • L. E. Thomas, Bound on the mass gap for finite volume stochastic Ising models at low temperature, Commun. Math. Phys., 126(1), 1-11 (1989).
    • (1989) Commun. Math. Phys. , vol.126 , Issue.1 , pp. 1-11
    • Thomas, L.E.1
  • 57
    • 0000821829 scopus 로고
    • Conway's tiling groups
    • W. Thurston, Conway's tiling groups, Am. Math. Mon., 97, 757-773 (1990).
    • (1990) Am. Math. Mon. , vol.97 , pp. 757-773
    • Thurston, W.1
  • 58
    • 0000791420 scopus 로고
    • Exactly solvable model for the roughening transition of a crystal surface
    • H. van Beijeren, Exactly solvable model for the roughening transition of a crystal surface, Phys. Rev. Lett., 38(18), 993-996 (1977).
    • (1977) Phys. Rev. Lett. , vol.38 , Issue.18 , pp. 993-996
    • Van Beijeren, H.1
  • 59
    • 85033745873 scopus 로고    scopus 로고
    • work in progress
    • D. B. Wilson, work in progress.
    • Wilson, D.B.1
  • 60
    • 0029711422 scopus 로고    scopus 로고
    • Generating random spanning trees more quickly than the cover time
    • D. B. Wilson, Generating random spanning trees more quickly than the cover time, ACM Symp. Theory of Computing, 1996, pp. 296-303.
    • (1996) ACM Symp. Theory of Computing , pp. 296-303
    • Wilson, D.B.1
  • 61
    • 0039660957 scopus 로고    scopus 로고
    • How to get a perfectly random sample from a generic Markov chain and generate a random spanning tree of a directed graph
    • D. B. Wilson and J. G. Propp, How to get a perfectly random sample from a generic Markov chain and generate a random spanning tree of a directed graph, ACM-SIAM Symp. Discrete Algorithms, 1996, pp. 448-457.
    • (1996) ACM-SIAM Symp. Discrete Algorithms , pp. 448-457
    • Wilson, D.B.1    Propp, J.G.2
  • 62
    • 5244336186 scopus 로고
    • Collective Monte Carlo updating for spin systems
    • U. Wolff, Collective Monte Carlo updating for spin systems, Phys. Rev. Lett., 62(4), 361-364 (1989).
    • (1989) Phys. Rev. Lett. , vol.62 , Issue.4 , pp. 361-364
    • Wolff, U.1
  • 63
    • 0042492825 scopus 로고
    • The Potts model
    • F. Y. Wu, The Potts model, Rev. Mod. Phys., 54(1), 235-268 (1982).
    • (1982) Rev. Mod. Phys. , vol.54 , Issue.1 , pp. 235-268
    • Wu, F.Y.1
  • 64
    • 0000494250 scopus 로고
    • Sine-Gordon theory of the non-néel phase of two-dimensional quantum antiferromagnets
    • W. Zheng and S. Sachdev, Sine-Gordon theory of the non-Néel phase of two-dimensional quantum antiferromagnets, Phys. Rev. B, 40, 2704-2707 (1989).
    • (1989) Phys. Rev. B , vol.40 , pp. 2704-2707
    • Zheng, W.1    Sachdev, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.