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arXiv · 1201.5756

Sampling from a Gibbs measure with pair interaction by means of PCA

Paolo Dai Pra·Benedetto Scoppola·Elisabetta Scoppola
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Abstract

We consider the problem of approximate sampling from the finite volume Gibbs measure with a general pair interaction. We exhibit a parallel dynamics (Probabilistic Cellular Automaton) which efficiently implements the sampling. In this dynamics the product measure that gives the new configuration in each site contains a term that tends to favour the original value of each spin. This is the main ingredient that allows to prove that the stationary distribution of the PCA is close in total variation to the Gibbs measure. The presence of the parameter that drives the "inertial" term mentioned above gives the possibility to control the degree of parallelism of the numerical implementation of the dynamics.

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Paolo Dai Pra, Benedetto Scoppola, Elisabetta Scoppola. 2012-01-27. Sampling from a Gibbs measure with pair interaction by means of PCA. https://arxiv.org/abs/1201.5756

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