Published February 24, 2016
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Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution
- Creators
- Tao, Molei
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Owhadi, Houman
- Marsden, Jerrold E.
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.
Additional Information
(Submitted on 6 Jul 2010). July 8, 2010. This work is supported by NSF grant CMMI-092600. We are grateful to James L. Beck and Konstantin Zuev for insightful discussions.Attached Files
Submitted - 1007.0995.pdf
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1007.0995.pdf
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Additional details
- Eprint ID
- 64726
- Resolver ID
- CaltechAUTHORS:20160224-090906859
- CMMI-092600
- NSF
- Created
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2016-02-24Created from EPrint's datestamp field
- Updated
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2023-06-02Created from EPrint's last_modified field