We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested probability distributions, each successive distribution occupying ∼e−1 times the enclosed prior mass of the previous distribution. While NS technically requires independent generation of particles, Markov Chain Monte Carlo (MCMC) exploration fits naturally into this technique. We illustrate the new method on a test problem and find that it can achieve four times the accuracy of classic MCMC-based Nested Sampling, for the same computational effort; equivalent to a factor of 16 speedup. An additional benefit is that more samples and a more accurate evidence value can be obtained simply by continuing the run for longer, as in standard MCMC.
26 July 2010 in The Journal of Physical Chemistry B
We extend the nested sampling algorithm to simulate materials under periodic boundary and constant pressure conditions, and show how it can be used to determine the complete equilibrium phase diagram for a given potential energy function, efficiently and in a highly automated fashion. The only inputs required are the composition and the desired pressure and temperature ranges, in particular, solid-solid phase transitions are recovered without any a priori knowledge about the structure of solid phases. We benchmark and showcase the algorithm on the periodic Lennard-Jones system, aluminum, and NiTi.