Optimized population Monte Carlo

Fuente: arXiv
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Auteurs principaux: Ebert, P. L., Gessert, D., Janke, W., Weigel, M.
Format: Preprint
Publié: 2024
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author Ebert, P. L.
Gessert, D.
Janke, W.
Weigel, M.
author_facet Ebert, P. L.
Gessert, D.
Janke, W.
Weigel, M.
contents Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily accessible introduction to the approach, focusing on spin systems as simple example problems. While the method is very general and powerful, it also comes with a number of tunable parameters. Here, we discuss the question of an optimal choice of resampling protocol, that is shown to have significant influence on the quality of results. While population annealing is an excellent fit to the paradigm of massively parallel simulations, limitations in the availability of parallel resources and especially memory can provide a bottleneck to its efficacy. As we demonstrate for results of the Ising ferromagnetic and spin-glass models, weighted averages of smaller-scale runs can be easily combined to reduce both systematic and statistical errors in order to avoid such bottlenecks.
format Preprint
id arxiv_https___arxiv_org_abs_2401_07965
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Optimized population Monte Carlo
Ebert, P. L.
Gessert, D.
Janke, W.
Weigel, M.
Statistical Mechanics
Disordered Systems and Neural Networks
Computational Physics
Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily accessible introduction to the approach, focusing on spin systems as simple example problems. While the method is very general and powerful, it also comes with a number of tunable parameters. Here, we discuss the question of an optimal choice of resampling protocol, that is shown to have significant influence on the quality of results. While population annealing is an excellent fit to the paradigm of massively parallel simulations, limitations in the availability of parallel resources and especially memory can provide a bottleneck to its efficacy. As we demonstrate for results of the Ising ferromagnetic and spin-glass models, weighted averages of smaller-scale runs can be easily combined to reduce both systematic and statistical errors in order to avoid such bottlenecks.
title Optimized population Monte Carlo
topic Statistical Mechanics
Disordered Systems and Neural Networks
Computational Physics
url https://arxiv.org/abs/2401.07965