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The seminal 2009 paper by Bernard, Krauth, and Wilson marked a paradigm shift in Monte Carlo sampling. By abandoning the restrictive condition of detailed balance in favor of the more fundamental principle of global balance, they introduced…
The event-chain Monte Carlo (ECMC) method is an irreversible Markov process based on the factorized Metropolis filter and the concept of lifted Markov chains. Here, ECMC is applied to all-atom models of multi-particle interactions that…
In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is…
We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…
This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It…
Monte Carlo simulations of systems of particles such as hard spheres or soft spheres with singular kernels can display around a phase transition prohibitively long convergence times when using traditional Hasting-Metropolis reversible…
We simulate crystallization and melting with local Monte Carlo (LMC), event-chain Monte Carlo (ECMC), and with event-driven molecular dynamics (EDMD) in systems with up to one million three-dimensional hard spheres. We illustrate that our…
The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…
In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…
We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously…
High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…
Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led…
Event-Chain Monte Carlo (ECMC) methods generate continuous-time and non-reversible Markov processes which often display significant accelerations compared to reversible counterparts. However their generalization to any system may appear…
We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large and complex spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as…
Event-chain Monte Carlo (ECMC) accelerates the sampling of hard-sphere systems, and has been generalized to the potentials used in classical molecular simulation. Rather than imposing detailed balance on transition probabilities, the method…
We benchmark event-chain Monte Carlo (ECMC) algorithms for tethered hard-disk dipoles in two dimensions in view of application of ECMC to water models in molecular simulation. We characterize the rotation dynamics of dipoles through the…
Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…
Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…
We study the dynamics of one-dimensional (1D) interacting particles simulated with the event-chain Monte Carlo algorithm (ECMC). We argue that previous versions of the algorithm suffer from a mismatch in the factor potential between…
Equilibrium sampling of the configuration space in disordered systems requires algorithms that bypass the glassy slowing down of the physical dynamics. Irreversible Monte Carlo algorithms breaking detailed balance successfully accelerate…