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Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution

Tao, Molei and Owhadi, Houman and Marsden, Jerrold E. (2010) Temperature and Friction Accelerated Sampling of Boltzmann-Gibbs Distribution. . (Submitted) http://resolver.caltech.edu/CaltechAUTHORS:20160224-090906859

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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.


Item Type:Report or Paper (Discussion Paper)
Related URLs:
URLURL TypeDescription
http://arxiv.org/abs/1007.0995arXivDiscussion Paper
ORCID:
AuthorORCID
Owhadi, Houman0000-0002-5677-1600
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.
Funders:
Funding AgencyGrant Number
NSFCMMI-092600
Record Number:CaltechAUTHORS:20160224-090906859
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20160224-090906859
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:64726
Collection:CaltechAUTHORS
Deposited By: Ruth Sustaita
Deposited On:24 Feb 2016 17:52
Last Modified:10 Jul 2017 23:43

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