Swedsen-Wang algorithm

(30 minutes to learn)


The Swedsen-Wang algorithm is an MCMC algorithm for sampling from Ising models. It is an auxiliary variable model, where we define a set of "bond" variables which determine which states are coupled, and we alternate between sampling the states and the bond variables. It mixes much faster than Gibbs sampling in models where the variables are tightly coupled.


This concept has the prerequisites:

Core resources (read/watch one of the following)




Bayesian Reasoning and Machine Learning
A textbook for a graudate machine learning course.
Author: David Barber
Machine learning summer school: Markov chain Monte Carlo (2009)
A video tutorial on MCMC methods.
Location: Part 2, 22:58 to 27:26
Author: Iain Murray

See also

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