Title: Ergodicity of the infinite swapping algorithm at low temperature

Abstract:

About a joint work with Andr Schlichting, Wenpin Tang, and Tianqi Wu. Sampling Gibbs measures at low temperature is a very important task but computationally very challenging. Numeric evidence suggest that the infinite-swapping algorithm (isa) is a promising method. The isa can be seen as an improvement of replica methods which are very popular. We rigorously analyze the ergodic properties of the isa in the low temperature regime and show that the effective energy barrier can be reduced drastically using the isa compared to the classical over-damped Langevin dynamics. As a consequence we obtain that sampling and simulated annealing is improved by an exponential factor.
 

Bio:

Georg Menz is currently an Assistant Professor, tenor track, Mathematics Department, UCLA.

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