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Article Dans Une Revue Frontiers in Physics Année : 2021

Event-Chain Monte Carlo: Foundations, Applications, and Prospects

Résumé

This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It analyzes a number of model applications and then reviews the formulation as well as the performance of ECMC in key models in statistical physics. Finally, the review reports on an ongoing initiative to apply ECMC to the sampling problem in molecular simulation, i.e., to real-world models of peptides, proteins, and polymers in aqueous solution.
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Dates et versions

hal-03266485 , version 1 (21-06-2021)

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Werner Krauth. Event-Chain Monte Carlo: Foundations, Applications, and Prospects. Frontiers in Physics, 2021, 9, ⟨10.3389/fphy.2021.663457⟩. ⟨hal-03266485⟩
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