Faulkner, Michael;
Livingstone, Samuel;
(2024)
Sampling Algorithms in Statistical Physics: A Guide for Statistics and Machine Learning.
Statistical Science
, 39
(1)
pp. 137-164.
10.1214/23-STS893.
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Abstract
We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and concepts of the field, before discussing three well-known problems: phase transitions in the Ising model, the melting transition on a two-dimensional plane and simulation of an all-atom model for liquid water. We review the classical Metropolis, Glauber and molecular dynamics sampling algorithms before discussing several more recent approaches, including cluster algorithms, novel variations of hybrid Monte Carlo and Langevin dynamics and piece-wise deterministic processes such as event chain Monte Carlo. We highlight cross-over with statistics and machine learning throughout and present some results on event chain Monte Carlo and sampling from the Ising model using tools from the statistics literature. We provide a simulation study on the Ising and XY models, with reproducible code freely available online, and following this we discuss several open areas for interaction between the disciplines that have not yet been explored and suggest avenues for doing so.
| Type: | Article |
|---|---|
| Title: | Sampling Algorithms in Statistical Physics: A Guide for Statistics and Machine Learning |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1214/23-STS893 |
| Publisher version: | http://doi.org/10.1214/23-STS893 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | event chain Monte Carlo , Glauber dynamics , hard-disk model , hybrid Monte Carlo , Ising model , Langevin dynamics , Markov chain Monte Carlo , Metropolis , molecular dynamics , molecular simulation , Potts model , sampling algorithms , statistical physics , XY model |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10171676 |
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