Emergence of AdS geometry in the simulated tempering algorithm

Abstract In our previous work [1], we introduced to an arbitrary Markov chain Monte Carlo algorithm a distance between configurations. This measures the difficulty of transition from one configuration to the other, and enables us to investigate the relaxation of probability distribution from a geome...

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Bibliographic Details
Main Authors: Masafumi Fukuma, Nobuyuki Matsumoto, Naoya Umeda
Format: Article
Language:English
Published: SpringerOpen 2018-11-01
Series:Journal of High Energy Physics
Subjects:
Online Access:http://link.springer.com/article/10.1007/JHEP11(2018)060
Description
Summary:Abstract In our previous work [1], we introduced to an arbitrary Markov chain Monte Carlo algorithm a distance between configurations. This measures the difficulty of transition from one configuration to the other, and enables us to investigate the relaxation of probability distribution from a geometrical point of view. In this paper, we investigate the global geometry of a stochastic system whose equilibrium distribution is highly multimodal with a large number of degenerate vacua. We show that, when the simulated tempering algorithm is implemented to such a system, the extended configuration space has an asymptotically Euclidean anti-de Sitter (AdS) geometry. We further show that this knowledge of geometry enables us to optimize the tempering parameter in a simple, geometrical way.
ISSN:1029-8479