EPJ Web Conf.
Volume 226, 2020Mathematical Modeling and Computational Physics 2019 (MMCP 2019)
|Number of page(s)||4|
|Section||Mathematical Modeling, Numerical Methods, and Simulation|
|Published online||20 January 2020|
Efficient and Scalable Approach to Equilibrium Conditional Simulation of Gibbs Markov Random Fields
Institute of Physics, Faculty of Science, P. J. Šafárik University,
Park Angelinum 9,
2 Geostatistics Laboratory, Technical University of Crete, Chania 73100, Greece
Published online: 20 January 2020
We study the performance of an automated hybrid Monte Carlo (HMC) approach for conditional simulation of a recently proposed, single-parameter Gibbs Markov random field. This is based on a modified version of the planar rotator (MPR) model and is used for efficient gap filling in gridded data. HMC combines the deterministic over-relaxation method and the stochastic Metropolis update with dynamically adjusted restriction and performs automatic detection of the crossover to the targeted equilibrium state. We focus on the ability of the algorithm to efficiently drive the system to equilibrium at very low temperatures even with sparse conditioning data. These conditions are the most challenging computationally, requiring extremely long relaxation times if simulated by means of the standard Metropolis algorithm. We demonstrate that HMC has considerable benefits in terms of both computational efficiency and prediction performance of the MPR method.
© The Authors, published by EDP Sciences, 2020
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