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Swendsen–Wang algorithm

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This is an old revision of this page, as edited by Adibarbu (talk | contribs) at 03:30, 24 January 2011 (Added a reference to the generalization of the Swendsen-Wang algorithm to arbitrary probabilities.). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

The Swendsen–Wang algorithm is an algorithm for Monte Carlo simulation of the Ising model in which the entire sample is divided into equal-spin clusters. Each cluster is then assigned a new random spin value. Compare the Wolff algorithm.

It has been generalized by Barbu and Zhu (2005) to sampling arbitrary probabilities by viewing it as a Metropolis–Hastings algorithm and computing the acceptance probability of the proposed Monte Carlo move.

References

  • Swendsen, R. H., and Wang, J. Nonuniversal critical dynamics in Monte Carlo simulations, Phys. Rev. Lett., 58(2):86–88, 1987.
  • Barbu, A., Zhu, S. C. Generalizing Swendsen-Wang to sampling arbitrary posterior probabilities, IEEE Trans Patt. Anal. Mach. Intell., 27(8):1239-1253, 2005.