| Presentation | 2007-03-14 Analysis of Exchange Ratio for Heat Bath Type 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 is well known as an improved algorithm of Markov Chain Monte Carlo method. Although its effectiveness has been shown in many fields, the mathmatical foundation of exchange Monte Carlo method has not yet been established. In our previous work, we analytically clarify the asymptotic behavior of symmetirized Kullback divergence and exchange ratio for Metropolis type in low temperature limit. In this paper, we analytically charify the asymptotic behavior of the exchange ratio for heat bath type in low temperature limit, and discuss the mathematical property of exchange ratio for Metropolis type and for heat bath type. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Markov Chain Monte Carlo Method / Exchange Monte Carlo Method / Kullback Divergence / Exchange Ratio / Average Exchange Ratio |
| Paper # | NC2006-144 |
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| Conference Information | |
| Committee | NC |
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| Conference Date | 2007/3/7(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Neurocomputing (NC) |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Analysis of Exchange Ratio for Heat Bath Type in Exchange Monte Carlo Method |
| Sub Title (in English) | |
| Keyword(1) | Markov Chain Monte Carlo Method |
| Keyword(2) | Exchange Monte Carlo Method |
| Keyword(3) | Kullback Divergence |
| Keyword(4) | Exchange Ratio |
| Keyword(5) | Average 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 | 2007-03-14 |
| Paper # | NC2006-144 |
| Volume (vol) | vol.106 |
| Number (no) | 588 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |