Renormalization group approach to exact sampling.
In this Letter, we use a general renormalization-group algorithm to implement Propp and Wilson's "coupling from the past" approach to complex physical systems. Our algorithm follows the evolution of the entire configuration space under the Markov chain Monte Carlo dynamics from parts of the configurations (patches) on increasing length scales, and it allows us to generate "exact samples" of the Boltzmann distribution, which are rigorously proven to be uncorrelated with the initial condition. We validate our approach in the two-dimensional Ising spin glass on lattices of size 64 x 64.
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CNRS-Laboratoire de Physique Statistique, Ecole Normale Supérieure, 24 rue Lhomond, 75231 Paris Cedex 05, France.
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