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 one 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. © 2012 Springer Science+Business Media New York.
|Titolo:||Sampling from a Gibbs measure with pair interaction by means of PCA|
|Data di pubblicazione:||2012|
|Citazione:||P. Dai Pra, B. Scoppola, & Scoppola E (2012). Sampling from a Gibbs measure with pair interaction by means of PCA. JOURNAL OF STATISTICAL PHYSICS, 149(4), 722-737.|
|Appare nelle tipologie:||1.1 Articolo in rivista|