2012
DOI: 10.1002/rsa.20461
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Mixing times for the Swapping Algorithm on the Blume‐Emery‐Griffiths model

Abstract: Abstract. We analyze the so called Swapping Algorithm, a parallel version of the well-known Metropolis-Hastings algorithm, on the mean-field version of the BlumeEmery-Griffiths model in statistical mechanics. This model has two parameters and depending on their choice, the model exhibits either a first, or a second order phase transition. In agreement with a conjecture by Bhatnagar and Randall we find that the Swapping Algorithm mixes rapidly in presence of a second order phase transition, while becoming slow … Show more

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Cited by 14 publications
(8 citation statements)
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“…The strategy is to take advantage of the large deviations estimates discussed in section 3. Recall from that section that we assume that the set of equilibrium macrostates E β , which can be expressed in the form given in (9), consists of a single point z β . Define an equilibrium configuration σ β to be a configuration such that…”
Section: Resultsmentioning
confidence: 99%
“…The strategy is to take advantage of the large deviations estimates discussed in section 3. Recall from that section that we assume that the set of equilibrium macrostates E β , which can be expressed in the form given in (9), consists of a single point z β . Define an equilibrium configuration σ β to be a configuration such that…”
Section: Resultsmentioning
confidence: 99%
“…They prove that the Swapping Algorithm mixes slowly on the Random Energy Model, even though this model has only a third order phase transition. In the Blume-Emery-Griffiths model both, rapid or torpid mixing may occur as was shown in Ebbers et al (2014). Another idea to improve the performance of the Metropolis chain is the so called Equi-energy sampling algorithm (see e.g.…”
Section: Equi-energy Samplingmentioning
confidence: 98%
“…Proof Note that Q ∞ has its mass concentrated on the set N 0 (given by equation (12)) and the differences in the mass for the various configurations from this set stem from factor…”
Section: Fixedmentioning
confidence: 99%
“…in polynomial time), see e.g. [12,29,31], in others the convergence takes exponentially long, see [3] or [10]. The results in [11] show that equi-energy sampling typically does not overcome the problem of torpid mixing.…”
Section: Remarkmentioning
confidence: 99%