Using Markov transition matrices to generate trial configurations in Markov chain Monte Carlo simulations

Abstract

We propose a new Markov chain Monte Carlo method in which trial configurations are generated by evolving a state, sampled from a prior distribution, using a Markov transition matrix. We present two prototypical algorithms and derive their corresponding acceptance rules. We first identify the important factors controlling the quality of the sampling. We then apply the method to the problem of sampling polymer configurations with fixed endpoints. Applications of the proposed method range from the design of new generative models to the improvement of the portability of specific Monte Carlo algorithms, like configurational–bias schemes.