| Presentation | 2006-10-11 On Relation between Exchange Ratio and Kullback Divergence in Exchange Monte Carlo Method Kenji NAGATA, Sumio WATANABE, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The exchange Monte Carlo method was proposed as an improved algorithm of Markov Chain Monte Carlo method, and its effectiveness has been shown in many fields. In the exchange Monte Carlo method, the setting of temperatures is important to make the algorithm efficient because this setting controls the exchange ratio, with which the position exchange between two sequences is accepted. The symmetrized Kullback divergence between two distributions with different temperatures is used as the criterion for setting of temperature. However, the mathmatical relation between the symmetrized Kullback divergence and the exchange ratio is not clarified. In this paper, we analytically calculate the asymptotic form of the symmetirized Kullback divergence and the exchange ratio for the arbitrary distribution, and clarify the relation between the symmetrized Kullback divergence and the exchange ratio. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Exchange Monte Carlo Method / Kullback Divergence / Exchange Ratio |
| Paper # | NC2006-52 |
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| Committee | NC |
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| Conference Date | 2006/10/4(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Neurocomputing (NC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | On Relation between Exchange Ratio and Kullback Divergence in Exchange Monte Carlo Method |
| Sub Title (in English) | |
| Keyword(1) | Exchange Monte Carlo Method |
| Keyword(2) | Kullback Divergence |
| Keyword(3) | Exchange Ratio |
| 1st Author's Name | Kenji NAGATA |
| 1st Author's Affiliation | Department of Computer Science Tokyo Institute of Technology() |
| 2nd Author's Name | Sumio WATANABE |
| 2nd Author's Affiliation | PI Lab., Tokyo Institute of Technology |
| Date | 2006-10-11 |
| Paper # | NC2006-52 |
| Volume (vol) | vol.106 |
| Number (no) | 279 |
| Page | pp.pp.- |
| #Pages | 6 |
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