Exact sampling from nonattractive distributions using summary states.
Propp and Wilson's method of coupling from the past allows one to efficiently generate exact samples from attractive statistical distributions (e.g., the ferromagnetic Ising model). This method may be generalized to nonattractive distributions by the use of summary states, as first described by Huber. Using this method, we present exact samples from a frustrated antiferromagnetic triangular Ising model and the antiferromagnetic q=3 Potts model. We discuss the advantages and limitations of the method of summary states for practical sampling, paying particular attention to the slowing down of the algorithm at low temperature. In particular, we show that such slowing down can occur in the absence of a physical phase transition.
Childs
A M
AM
Physics Department, California Institute of Technology, Pasadena, California 91125, USA.
Patterson
R B
RB
MacKay
D J
DJ