Article,

Monte Carlo Quasi-Heatbath by approximate inversion

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Physical Review E, 59 (3): 3698--3701 (Jan 7, 1999)
DOI: 10.1103/physreve.59.3698

Abstract

When sampling the distribution P(phi) \~ exp(-|A phi|^2), a global heatbath normally proceeds by solving the linear system A phi = eta, where eta is a normal Gaussian vector, exactly. This paper shows how to preserve the distribution P(phi) while solving the linear system with arbitrarily low accuracy. Generalizations are presented.

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