| Paper Abstract and Keywords |
| Presentation |
2006-10-11 15:00
On Relation between Exchange Ratio and Kullback Divergence in Exchange Monte Carlo Method
Kenji Nagata, Sumio Watanabe (T.I.Tech.) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
The exchange Monte Carlo method was proposed as an improved algorithm of Markov Chain Monte Carlo method, and its effectiveness has been shown in many fields. In the exchange Monte Carlo method, the setting of temperatures is important to make the algorithm efficient because this setting controls the exchange ratio, with which the position exchange between two sequences is accepted. The symmetrized Kullback divergence between two distributions with different temperatures is used as the criterion for setting of temperature. However, the mathmatical relation between the symmetrized Kullback divergence and the exchange ratio is not clarified. In this paper, we analytically calculate the asymptotic form of the symmetirized Kullback divergence and the exchange ratio for the arbitrary distribution, and clarify the relation between the symmetrized Kullback divergence and the exchange ratio. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
Exchange Monte Carlo Method / Kullback Divergence / Exchange Ratio / / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 106, no. 279, NC2006-52, pp. 43-48, Oct. 2006. |
| Paper # |
NC2006-52 |
| Date of Issue |
2006-10-04 (NC) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
|
| Conference Information |
| Committee |
NC |
| Conference Date |
2006-10-11 - 2006-10-11 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
NAIST |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
Bayesian Information Processing, and General |
| Paper Information |
| Registration To |
NC |
| Conference Code |
2006-10-NC |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
On Relation between Exchange Ratio and Kullback Divergence in Exchange Monte Carlo Method |
| Sub Title (in English) |
|
| Keyword(1) |
Exchange Monte Carlo Method |
| Keyword(2) |
Kullback Divergence |
| Keyword(3) |
Exchange Ratio |
| Keyword(4) |
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| Keyword(5) |
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| Keyword(6) |
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| Keyword(7) |
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| 1st Author's Name |
Kenji Nagata |
| 1st Author's Affiliation |
Tokyo Institute of Technology (T.I.Tech.) |
| 2nd Author's Name |
Sumio Watanabe |
| 2nd Author's Affiliation |
Tokyo Institute of Technology (T.I.Tech.) |
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| Speaker |
Author-1 |
| Date Time |
2006-10-11 15:00:00 |
| Presentation Time |
25 minutes |
| Registration for |
NC |
| Paper # |
NC2006-52 |
| Volume (vol) |
vol.106 |
| Number (no) |
no.279 |
| Page |
pp.43-48 |
| #Pages |
6 |
| Date of Issue |
2006-10-04 (NC) |