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arXiv · 1904.06257

Shaken dynamics: an easy way to parallel Markov Chain Monte Carlo

Valentina Apollonio·Roberto D'Autilia·Benedetto Scoppola·Elisabetta Scoppola·Alessio Troiani
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Abstract

We define a class of Markovian parallel dynamics for spin systems on arbitrary graphs with nearest neighbor interaction described by a Hamiltonian function $H(\sigma)$. These dynamics turn out to be reversible and their stationary measure is explicitly determined. Convergence to equilibrium and relation of the stationary measure to the usual Gibbs measure are discussed when the dynamics is defined on $\mathbb{Z}^2$. Further it is shown how these dynamics can be used to define natively parallel algorithms to face problems in the context of combinatorial optimization.

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Valentina Apollonio, Roberto D'Autilia, Benedetto Scoppola, Elisabetta Scoppola, Alessio Troiani. 2019-04-12. Shaken dynamics: an easy way to parallel Markov Chain Monte Carlo. https://arxiv.org/abs/1904.06257

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