Monte Carlo Quasi-Heatbath by approximate inversion

Preprint

2 November 1998

preprint
Published by arXiv in arXiv

Abstract

When sampling the distribution P(phi) ~ exp(-|A phi|^2), a global heatbath normally proceeds by solving the linear system A phi = eta, where eta is a normal Gaussian vector, exactly. This paper shows how to preserve the distribution P(phi) while solving the linear system with arbitrarily low accuracy. Generalizations are presented.

Keywords

SAMPLING THE DISTRIBUTION
APPROXIMATE INVERSION
QUASI HEATBATH
LINEAR SYSTEM
MONTE CARLO
CARLO QUASI
ETA
PHI

All Related Versions

Version 1, 1998-11-02, ArXiv
Version 2, 1999-01-07, ArXiv
Published version: Physical Review E, 59 (3), 3698.

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