Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution

Autor:	Tao, Molei, Owhadi, Houman, Marsden, Jerrold E.
Rok vydání:	2010
Předmět:	Physics - Computational Physics Mathematics - Numerical Analysis Statistics - Computation
Druh dokumentu:	Working Paper
Popis:	This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic approximation of the Hamiltonian is a critical damped oscillator. The system is also over-heated and cooled down to its final temperature. The performances of different cooling schedules are analyzed as functions of total simulation time. Comment: 15 pages, 6 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1007.0995 Zobrazit plný text záznamu View this record from Arxiv