Distance between configurations in Markov chain Monte Carlo simulations

DOI10.1007/JHEP12(2017)001MaRDI QIDQ1707677zbMATH OpenFDO

Authors Masafumi Fukuma, Nobuyuki Matsumoto, Naoya Umeda

Publication date 3 April 2018

Published in Journal of High Energy Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.06097

zbMATH Keywords

AdS-CFT correspondencelattice QCDrandom systemsstochastic processes

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Quantum field theory on lattices (81T25) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40) Strong interaction, including quantum chromodynamics (81V05)

Abstract: For a given Markov chain Monte Carlo algorithm we introduce a distance between two configurations that quantifies the difficulty of transition from one configuration to the other configuration. We argue that the distance takes a universal form for the class of algorithms which generate local moves in the configuration space. We explicitly calculate the distance for the Langevin algorithm, and show that it certainly has desired and expected properties as distance. We further show that the distance for a multimodal distribution gets dramatically reduced from a large value by the introduction of a tempering method. We also argue that, when the original distribution is highly multimodal with large number of degenerate vacua, an anti-de Sitter-like geometry naturally emerges in the extended configuration space.

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Cites work

• Application of a neural network to the sign problem via the path optimization method
• Combining the complex Langevin method and the generalized Lefschetz-thimble method
• Complex saddle points and the sign problem in complex Langevin simulation
• Parallel tempering algorithm for integration over Lefschetz thimbles

Cited in

(2)

• Emergence of AdS geometry in the simulated tempering algorithm
• Markov chain of distances between parked cars

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