安德森动力学的耦合

IF 1.5 Q2 PHYSICS, MATHEMATICAL Annales de l Institut Henri Poincare D Pub Date : 2020-09-29 DOI:10.1214/21-AIHP1197
Nawaf Bou-Rabee, A. Eberle
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引用次数: 8

摘要

安德森动力学是分子模拟的标准方法,也是MCMC推理中使用的哈密顿蒙特卡罗算法的先驱。与Andersen动力学相对应的随机过程是PDMP(分段确定性马尔可夫过程),它在随机选择的粒子的哈密顿流和速度随机化之间迭代。从分子动力学和MCMC推理的角度来看,一个基本问题是如何理解这种PDMP的收敛平衡,特别是在高维上。在这里,我们提出了在Wasserstein意义下不需要潜在势能的全局凸性的尖锐收敛边界的耦合。
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Couplings for Andersen dynamics
Andersen dynamics is a standard method for molecular simulations, and a precursor of the Hamiltonian Monte Carlo algorithm used in MCMC inference. The stochastic process corresponding to Andersen dynamics is a PDMP (piecewise deterministic Markov process) that iterates between Hamiltonian flows and velocity randomizations of randomly selected particles. Both from the viewpoint of molecular dynamics and MCMC inference, a basic question is to understand the convergence to equilibrium of this PDMP particularly in high dimension. Here we present couplings to obtain sharp convergence bounds in the Wasserstein sense that do not require global convexity of the underlying potential energy.
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来源期刊
CiteScore
2.30
自引率
0.00%
发文量
16
期刊最新文献
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