Abstract
In our previous work [1], we introduced to an arbitrary Markov chain Monte Carlo algorithm a distance between configurations. This measures the difficulty of transition from one configuration to the other, and enables us to investigate the relaxation of probability distribution from a geometrical point of view. In this paper, we investigate the global geometry of a stochastic system whose equilibrium distribution is highly multimodal with a large number of degenerate vacua. We show that, when the simulated tempering algorithm is implemented to such a system, the extended configuration space has an asymptotically Euclidean anti-de Sitter (AdS) geometry. We further show that this knowledge of geometry enables us to optimize the tempering parameter in a simple, geometrical way.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
