论文标题
使用不可逆转的吉布斯采样技术模拟回火
Simulated tempering with irreversible Gibbs sampling techniques
论文作者
论文摘要
我们在这里提出了两种用于模拟回火模拟的新型算法,这些算法破坏了详细的平衡状况(DBC),但满足了偏斜的详细平衡,以确保目标分布的不变性。我们这里提出的不可逆方法基于吉布斯采样,并关注温度掉期更新方案中的DBC。我们利用三个系统作为我们方法的测试床:在一个由1D双井潜力,ISING模型和MD模拟的简单系统上进行的MCMC仿真(ALA5)。 ISING模型的反向温度,磁敏感性和能量密度的放松时间表明,与传统的Gibbs采样技术相比,使用DBC进行采样效率明显提高,以及使用Metropolis-Hastings(MH)方案的常规使用的模拟回火。与常规MH相比,对具有大量温度的ALA5的模拟表明,在混合时间和系统的能量中,混合时间在混合时间中的明显增加。在没有其他计算开销的情况下,我们的方法被发现是使用DBC的常规使用模拟回火方法的更有效的替代方法。与可逆的和不可逆的MH算法相比,我们的算法在具有许多温度梯子的大型系统中应特别有利,因为我们的算法在ISING自旋系统中显示出更有利的恒定缩放。在将来的应用中,我们的不可逆方法也可以轻松地量身定制以利用给定的动力变量以外的其他动力变量来扁平的自由能景观。
We present here two novel algorithms for simulated tempering simulations, which break detailed balance condition (DBC) but satisfy the skewed detailed balance to ensure invariance of the target distribution. The irreversible methods we present here are based on Gibbs sampling and concern breaking DBC at the update scheme of the temperature swaps. We utilise three systems as a test bed for our methods: an MCMC simulation on a simple system described by a 1D double well potential, the Ising model and MD simulations on Alanine pentapeptide (ALA5). The relaxation times of inverse temperature, magnetic susceptibility and energy density for the Ising model indicate clear gains in sampling efficiency over conventional Gibbs sampling techniques with DBC and also over the conventionally used simulated tempering with Metropolis-Hastings (MH) scheme. Simulations on ALA5 with large number of temperatures indicate distinct gains in mixing times for inverse temperature and consequently the energy of the system compared to conventional MH. With no additional computational overhead, our methods were found to be more efficient alternatives to conventionally used simulated tempering methods with DBC. Our algorithms should be particularly advantageous in simulations of large systems with many temperature ladders, as our algorithms showed a more favorable constant scaling in Ising spin systems as compared with both reversible and irreversible MH algorithms. In future applications, our irreversible methods can also be easily tailored to utilize a given dynamical variable other than temperature to flatten rugged free energy landscapes.