AUTHOR=Krauth Werner 

TITLE=Event-Chain Monte Carlo: Foundations, Applications, and Prospects

JOURNAL=Frontiers in Physics

VOLUME=9

YEAR=2021

URL=https://www.frontiersin.org/journals/physics/articles/10.3389/fphy.2021.663457

DOI=10.3389/fphy.2021.663457

ISSN=2296-424X

ABSTRACT=<p>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 analyzes a number of model applications and then reviews the formulation as well as the performance of ECMC in key models in statistical physics. Finally, the review reports on an ongoing initiative to apply ECMC to the sampling problem in molecular simulation, i.e., to real-world models of peptides, proteins, and polymers in aqueous solution.</p>