Resampling schemes in population annealing: Numerical and theoretical results
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| Format: | Preprint |
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2023
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| _version_ | 1866911757591642112 |
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| author | Gessert, Denis Janke, Wolfhard Weigel, Martin |
| author_facet | Gessert, Denis Janke, Wolfhard Weigel, Martin |
| contents | The population annealing algorithm is a population-based equilibrium version of simulated annealing. It can sample thermodynamic systems with rough free-energy landscapes more efficiently than standard Markov chain Monte Carlo alone. A number of parameters can be fine-tuned to improve the performance of the population annealing algorithm. While there is some numerical and theoretical work on most of these parameters, there appears to be a gap in the literature concerning the role of resampling in population annealing which this work attempts to close. The two-dimensional Ising model is used as a benchmarking system for this study. At first various resampling methods are implemented and numerically compared. In a second part the exact solution of the Ising model is utilized to create an artificial population annealing setting with effectively infinite Monte Carlo updates at each temperature. This limit is first performed on finite population sizes and subsequently extended to infinite populations. This allows us to look at resampling isolated from other parameters. Many results are expected to generalize to other systems. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2305_19994 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Resampling schemes in population annealing: Numerical and theoretical results Gessert, Denis Janke, Wolfhard Weigel, Martin Statistical Mechanics Computational Physics The population annealing algorithm is a population-based equilibrium version of simulated annealing. It can sample thermodynamic systems with rough free-energy landscapes more efficiently than standard Markov chain Monte Carlo alone. A number of parameters can be fine-tuned to improve the performance of the population annealing algorithm. While there is some numerical and theoretical work on most of these parameters, there appears to be a gap in the literature concerning the role of resampling in population annealing which this work attempts to close. The two-dimensional Ising model is used as a benchmarking system for this study. At first various resampling methods are implemented and numerically compared. In a second part the exact solution of the Ising model is utilized to create an artificial population annealing setting with effectively infinite Monte Carlo updates at each temperature. This limit is first performed on finite population sizes and subsequently extended to infinite populations. This allows us to look at resampling isolated from other parameters. Many results are expected to generalize to other systems. |
| title | Resampling schemes in population annealing: Numerical and theoretical results |
| topic | Statistical Mechanics Computational Physics |
| url | https://arxiv.org/abs/2305.19994 |