MCMC模拟中构型间距离及回火算法的几何优化

M. Fukuma, N. Matsumoto, N. Umeda
{"title":"MCMC模拟中构型间距离及回火算法的几何优化","authors":"M. Fukuma, N. Matsumoto, N. Umeda","doi":"10.22323/1.363.0168","DOIUrl":null,"url":null,"abstract":"For a given Markov chain Monte Carlo (MCMC) algorithm, we define the distance between configurations that quantifies the difficulty of transitions. This distance enables us to investigate MCMC algorithms in a geometrical way, and we investigate the geometry of the simulated tempering algorithm implemented for an extremely multimodal system with highly degenerate vacua. We show that the large scale geometry of the extended configuration space is given by an asymptotically anti-de Sitter metric, and argue in a simple, geometrical way that the tempering parameter should be best placed exponentially to acquire high acceptance rates for transitions in the extra dimension. We also discuss the geometrical optimization of the tempered Lefschetz thimble method, which is an algorithm towards solving the numerical sign problem.","PeriodicalId":147987,"journal":{"name":"Proceedings of 37th International Symposium on Lattice Field Theory — PoS(LATTICE2019)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Distance between configurations in MCMC simulations and the geometrical optimization of the tempering algorithms\",\"authors\":\"M. Fukuma, N. Matsumoto, N. Umeda\",\"doi\":\"10.22323/1.363.0168\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"For a given Markov chain Monte Carlo (MCMC) algorithm, we define the distance between configurations that quantifies the difficulty of transitions. This distance enables us to investigate MCMC algorithms in a geometrical way, and we investigate the geometry of the simulated tempering algorithm implemented for an extremely multimodal system with highly degenerate vacua. We show that the large scale geometry of the extended configuration space is given by an asymptotically anti-de Sitter metric, and argue in a simple, geometrical way that the tempering parameter should be best placed exponentially to acquire high acceptance rates for transitions in the extra dimension. We also discuss the geometrical optimization of the tempered Lefschetz thimble method, which is an algorithm towards solving the numerical sign problem.\",\"PeriodicalId\":147987,\"journal\":{\"name\":\"Proceedings of 37th International Symposium on Lattice Field Theory — PoS(LATTICE2019)\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-01-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of 37th International Symposium on Lattice Field Theory — PoS(LATTICE2019)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.22323/1.363.0168\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 37th International Symposium on Lattice Field Theory — PoS(LATTICE2019)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22323/1.363.0168","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3

摘要

对于给定的马尔可夫链蒙特卡罗(MCMC)算法,我们定义了构型之间的距离来量化转换的难度。这个距离使我们能够以几何方式研究MCMC算法,并且我们研究了具有高度退化真空的极端多模态系统实现的模拟回火算法的几何形状。我们证明了扩展位形空间的大尺度几何是由渐近反德西特度量给出的,并以简单的几何方式论证了回火参数应该以指数方式放置,以获得额外维度上的高接受率。本文还讨论了求解数值符号问题的一种算法——回火Lefschetz顶针法的几何优化问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Distance between configurations in MCMC simulations and the geometrical optimization of the tempering algorithms
For a given Markov chain Monte Carlo (MCMC) algorithm, we define the distance between configurations that quantifies the difficulty of transitions. This distance enables us to investigate MCMC algorithms in a geometrical way, and we investigate the geometry of the simulated tempering algorithm implemented for an extremely multimodal system with highly degenerate vacua. We show that the large scale geometry of the extended configuration space is given by an asymptotically anti-de Sitter metric, and argue in a simple, geometrical way that the tempering parameter should be best placed exponentially to acquire high acceptance rates for transitions in the extra dimension. We also discuss the geometrical optimization of the tempered Lefschetz thimble method, which is an algorithm towards solving the numerical sign problem.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:604180095
Book学术官方微信