Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution
Computational Physics
2010-07-08 v1 Numerical Analysis
Computation
Abstract
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.
Keywords
Cite
@article{arxiv.1007.0995,
title = {Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution},
author = {Molei Tao and Houman Owhadi and Jerrold E. Marsden},
journal= {arXiv preprint arXiv:1007.0995},
year = {2010}
}
Comments
15 pages, 6 figures