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arXiv · 2102.07217

Event-chain Monte Carlo: foundations, applications, and prospects

Werner Krauth
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Abstract

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 the method to the sampling problem in molecular simulation, that is, to real-world models of peptides, proteins, and polymers in aqueous solution.

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Werner Krauth. 2021-02-14. Event-chain Monte Carlo: foundations, applications, and prospects. https://doi.org/10.3389/fphy.2021.663457

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