Functional inequalities of the Infinite swapping algorithm: theory and applications

Functional inequalities of the Infinite swapping algorithm: theory and applications

Probability Seminar
Sep 4, 2019, 03:10 PM - 04:10 PM | 1011 Evans Hall | Happening As Scheduled
Wenpin Tang, Berkeley IEOR
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 deducing Eyring-Kramers formulas...