Critical properties of the four-state Commutative Random Permutation Glassy Potts model in three and four dimensions

We investigate the critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions by means of Monte Carlo simulation and of a finite size scaling analysis. Thanks to the use of a field programmable gate array we have been able to thermalize a large number of samples of systems with large volume. This has allowed us to observe a spin-glass ordered phase in d=4 and to study the critical properties of the transition. In d=3, our results are consistent with the presence of a Kosterlitz-Thouless transition, but we cannot exclude transient effects due to a value of the lower critical dimension slightly below 3.Comment: 9 pages, 8 Postscript figure

Improvement of Monte Carlo estimates with covariance-optimized finite-size scaling at fixed phenomenological coupling

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed at a given value. Within this scheme of finite-size scaling, we exploit the statistical covariance between the observables in a Monte Carlo simulation in order to reduce the statistical errors of the quantities involved in the computation of the critical exponents. This method is general and does not require additional computational time. This approach is demonstrated in the Ising model in two and three dimensions, where large gain factors in CPU time are obtained.Comment: 5 pages, 1 figure, 2 tables; v2: slightly changed title, improved presentation, results unchange

Unbiased and Consistent Nested Sampling via Sequential Monte Carlo

We introduce a new class of sequential Monte Carlo methods called Nested Sampling via Sequential Monte Carlo (NS-SMC), which reframes the Nested Sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. This new framework allows convergence results to be obtained in the setting when Markov chain Monte Carlo (MCMC) is used to produce new samples. An additional benefit is that marginal likelihood estimates are unbiased. In contrast to NS, the analysis of NS-SMC does not require the (unrealistic) assumption that the simulated samples be independent. As the original NS algorithm is a special case of NS-SMC, this provides insights as to why NS seems to produce accurate estimates despite a typical violation of its assumptions. For applications of NS-SMC, we give advice on tuning MCMC kernels in an automated manner via a preliminary pilot run, and present a new method for appropriately choosing the number of MCMC repeats at each iteration. Finally, a numerical study is conducted where the performance of NS-SMC and temperature-annealed SMC is compared on several challenging and realistic problems. MATLAB code for our experiments is made available at https://github.com/LeahPrice/SMC-NS .Comment: 45 pages, some minor typographical errors fixed since last versio

Nature of the spin-glass phase at experimental length scales

We present a massive equilibrium simulation of the three-dimensional Ising spin glass at low temperatures. The Janus special-purpose computer has allowed us to equilibrate, using parallel tempering, L=32 lattices down to T=0.64 Tc. We demonstrate the relevance of equilibrium finite-size simulations to understand experimental non-equilibrium spin glasses in the thermodynamical limit by establishing a time-length dictionary. We conclude that non-equilibrium experiments performed on a time scale of one hour can be matched with equilibrium results on L=110 lattices. A detailed investigation of the probability distribution functions of the spin and link overlap, as well as of their correlation functions, shows that Replica Symmetry Breaking is the appropriate theoretical framework for the physically relevant length scales. Besides, we improve over existing methodologies to ensure equilibration in parallel tempering simulations.Comment: 48 pages, 19 postscript figures, 9 tables. Version accepted for publication in the Journal of Statistical Mechanic

Arnold maps with noise: Differentiability and non-monotonicity of the rotation number

Arnold's standard circle maps are widely used to study the quasi-periodic route to chaos and other phenomena associated with nonlinear dynamics in the presence of two rationally unrelated periodicities. In particular, the El Nino-Southern Oscillation (ENSO) phenomenon is a crucial component of climate variability on interannual time scales and it is dominated by the seasonal cycle, on the one hand, and an intrinsic oscillatory instability with a period of a few years, on the other. The role of meteorological phenomena on much shorter time scales, such as westerly wind bursts, has also been recognized and modeled as additive noise. We consider herein Arnold maps with additive, uniformly distributed noise. When the map's nonlinear term, scaled by the parameter $\epsilon$, is sufficiently small, i.e. $\epsilon < 1$, the map is known to be a diffeomorphism and the rotation number $\rho_{\omega}$ is a differentiable function of the driving frequency $\omega$. We concentrate on the rotation number's behavior as the nonlinearity becomes large, and show rigorously that $\rho _{\omega }$ is a differentiable function of $\omega$, even for $\epsilon \geq 1$, at every point at which the noise-perturbed map is mixing. We also provide a formula for the derivative of the rotation number. The reasoning relies on linear-response theory and a computer-aided proof. In the diffeomorphism case of $\epsilon <1$, the rotation number $\rho_{\omega }$ behaves monotonically with respect to $\omega$. We show, using again a computer-aided proof, that this is not the case when $\epsilon \geq 1$ and the map is not a diffeomorphism.Comment: Electronic copy of final peer-reviewed manuscript accepted for publication in the Journal of Statistical Physic

Speeding Up MCMC by Delayed Acceptance and Data Subsampling

The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) propose to speed up the algorithm by a delayed acceptance approach where the acceptance decision proceeds in two stages. In the first stage, an estimate of the likelihood based on a random subsample determines if it is likely that the draw will be accepted and, if so, the second stage uses the full data likelihood to decide upon final acceptance. Evaluating the full data likelihood is thus avoided for draws that are unlikely to be accepted. We propose a more precise likelihood estimator which incorporates auxiliary information about the full data likelihood while only operating on a sparse set of the data. We prove that the resulting delayed acceptance MH is more efficient compared to that of Payne and Mallick (2015). The caveat of this approach is that the full data set needs to be evaluated in the second stage. We therefore propose to substitute this evaluation by an estimate and construct a state-dependent approximation thereof to use in the first stage. This results in an algorithm that (i) can use a smaller subsample m by leveraging on recent advances in Pseudo-Marginal MH (PMMH) and (ii) is provably within $O(m^{-2})$ of the true posterior.Comment: Accepted for publication in Journal of Computational and Graphical Statistic