A general limitation on Monte Carlo algorithms of the Metropolis type

Sergio Caracciolo, Andrea Pelissetto, Alan D. Sokal

    Research output: Contribution to journalArticle

    Abstract

    We prove that for any Monte Carlo algorithm of Metropolis type, the autocorraletion time of a suitable "energy"-like observable is bounded below by a multiple of the corresponding "specific heat." This bound does not depend on whether the proposed moves are local or nonlocal; it depends only on the distance between the desired probability distribution π and the probability distribution π(0) for which the proposal matrix satisfies detailed balance. We show, with several examples, that this result is particularly powerful when applied to nonlocal algorithms.

    Original languageEnglish (US)
    Pages (from-to)179-182
    Number of pages4
    JournalPhysical Review Letters
    Volume72
    Issue number2
    DOIs
    StatePublished - 1994

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    proposals
    specific heat
    matrices
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    ASJC Scopus subject areas

    • Physics and Astronomy(all)

    Cite this

    A general limitation on Monte Carlo algorithms of the Metropolis type. / Caracciolo, Sergio; Pelissetto, Andrea; Sokal, Alan D.

    In: Physical Review Letters, Vol. 72, No. 2, 1994, p. 179-182.

    Research output: Contribution to journalArticle

    Caracciolo, Sergio ; Pelissetto, Andrea ; Sokal, Alan D. / A general limitation on Monte Carlo algorithms of the Metropolis type. In: Physical Review Letters. 1994 ; Vol. 72, No. 2. pp. 179-182.
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