Cool walking: a new Markov chain Monte Carlo sampling method.
Effective relaxation processes for difficult systems like proteins or spin glasses require special simulation techniques that permit barrier crossing to ensure ergodic sampling. Numerous adaptations of the venerable Metropolis Monte Carlo (MMC) algorithm have been proposed to improve its sampling efficiency, including various hybrid Monte Carlo (HMC) schemes, and methods designed specifically for overcoming quasi-ergodicity problems such as Jump Walking (J-Walking), Smart Walking (S-Walking), Smart Darting, and Parallel Tempering. We present an alternative to these approaches that we call Cool Walking, or C-Walking. In C-Walking two Markov chains are propagated in tandem, one at a high (ergodic) temperature and the other at a low temperature. Nonlocal trial moves for the low temperature walker are generated by first sampling from the high-temperature distribution, then performing a statistical quenching process on the sampled configuration to generate a C-Walking jump move. C-Walking needs only one high-temperature walker, satisfies detailed balance, and offers the important practical advantage that the high and low-temperature walkers can be run in tandem with minimal degradation of sampling due to the presence of correlations. To make the C-Walking approach more suitable to real problems we decrease the required number of cooling steps by attempting to jump at intermediate temperatures during cooling. We further reduce the number of cooling steps by utilizing "windows" of states when jumping, which improves acceptance ratios and lowers the average number of cooling steps. We present C-Walking results with comparisons to J-Walking, S-Walking, Smart Darting, and Parallel Tempering on a one-dimensional rugged potential energy surface in which the exact normalized probability distribution is known. C-Walking shows superior sampling as judged by two ergodic measures.
Brown
Scott
S
Department of Bioengineering, University of California, Berkeley, CA 94720, USA.
Head-Gordon
Teresa
T