{"id":6171,"date":"2022-11-21T11:27:59","date_gmt":"2022-11-21T11:27:59","guid":{"rendered":"https:\/\/research.kent.ac.uk\/pqm\/?p=6171"},"modified":"2023-02-01T18:22:00","modified_gmt":"2023-02-01T18:22:00","slug":"walking-the-random-walks","status":"publish","type":"post","link":"https:\/\/research.kent.ac.uk\/pqm\/2022\/11\/21\/walking-the-random-walks\/","title":{"rendered":"Walking the random walks"},"content":{"rendered":"

It was a special opportunity to host a visit of Prof. Werner Krauth from the Ecole Normale Sup\u00e9rieure (ENS), one of the world’s leading experts in Monte-Carlo techniques, to discuss opportunities for collaboration and learn about new strategies for improving the Monte-Carlo techniques that we develop in my group<\/a>. Having been inspired by Werner’s course when I was a student at ENS a good while back, it was a particular pleasure that Werner offered to give a few lectures during his visit and bring that experience to our own graduate students here at the University of Kent. We also heard a research seminar about his latest results on the hard sphere problem.<\/p>\n

Werner’s lectures took us well beyond the basics of Monte-Carlo sampling into the more novel topic of irreversible Markov chains, which Werner has pioneered in recent years, leading to a spectacular speed-up compared to the conventional approach. It turns out that when one gives up the requirement of detailed balance (i.e. matching the flows between each pair of Monte-Carlo configurations), it is still possible to satisfy global balance conditions. This is achieved by considering a lifted Markov chain, which remembers not only a microscopic state of the physical\/statistical system being considered, but also to remember the previous move of the random walk. It is then possible to force a walk to be only in the forwards direction, which ends up being radically faster, but still gives the right distribution.<\/p>\n

Sounds like magic – well, it does indeed, but there’s still time to convince yourself of the science behind the miracle if you head over to the course page<\/a> and check out Werner’s resources and the recordings.<\/p>\n

Not to forget, this is quite an amusing activity thanks to Werner’s excellent sense of humour. Check out the figure above on convergence of a Markov Chain for the hard-sphere problem, above, as an example!<\/p>\n","protected":false},"excerpt":{"rendered":"

It was a special opportunity to host a visit of Prof. Werner Krauth from the Ecole Normale Sup\u00e9rieure (ENS), one of the world’s leading experts in Monte-Carlo techniques, to discuss opportunities for collaboration and learn about new strategies for improving the Monte-Carlo techniques that we develop in my group. Having been inspired by Werner’s course […]<\/p>\n","protected":false},"author":140,"featured_media":6411,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[681,769,607],"tags":[],"class_list":["post-6171","post","type-post","status-publish","format-standard","hentry","category-events","category-reflection","category-visitors"],"acf":[],"_links":{"self":[{"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/posts\/6171","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/users\/140"}],"replies":[{"embeddable":true,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/comments?post=6171"}],"version-history":[{"count":5,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/posts\/6171\/revisions"}],"predecessor-version":[{"id":6417,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/posts\/6171\/revisions\/6417"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/media\/6411"}],"wp:attachment":[{"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/media?parent=6171"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/categories?post=6171"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/research.kent.ac.uk\/pqm\/wp-json\/wp\/v2\/tags?post=6171"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}