A sampling method for spin systems is presented. The spin lattice is written as the
union of a nested sequence of sublattices, all but the last with conditionally
independent spins, which are sampled in succession using their marginals. The
marginals are computed concurrently by a fast algorithm; errors in the evaluation of
the marginals are offset by weights. There are no Markov chains and each sample is
independent of the previous ones; the cost of a sample is proportional to the number
of spins (but the number of samples needed for good statistics may grow with
array size). The examples include the Edwards–Anderson spin glass in three
dimensions.
Keywords
Monte Carlo, no Markov chain, marginal, spin glass
