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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)

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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)
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URLURL TypeDescription Paper
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.
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Record Number:CaltechAUTHORS:20160224-090906859
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:64726
Deposited By: Ruth Sustaita
Deposited On:24 Feb 2016 17:52
Last Modified:03 Oct 2019 09:40

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