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- Title
Efficiency of the Wang–Landau Algorithm: A Simple Test Case.
- Authors
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel; Kuhn, Estelle
- Abstract
We analyze the efficiency of the Wang–Landau algorithm to sample a multimodal distribution on a prototypical simple test case. We show that the exit time from a metastable state is much smaller for the Wang–Landau dynamics than for the original standard Metropolis–Hastings algorithm, in some asymptotic regime. Our results are confirmed by numerical experiments on a more realistic test case.
- Subjects
WANG-Landau algorithm; METASTABLE states; DENSITY of states; MONTE Carlo method; WEIGHT (Physics); PROBABILITY density function; DISTRIBUTION (Probability theory); FREE energy (Thermodynamics)
- Publication
Applied Mathematics Research eXpress, 2014, Vol 2014, Issue 2, p275
- ISSN
1687-1200
- Publication type
Article