Abstract
The Self-Healing Umbrella Sampling (SHUS) algorithm is an adaptive biasing algorithm which has been proposed in Marsili et al. (J Phys Chem B 110(29):14011–14013, 2006) in order to efficiently sample a multimodal probability measure. We show that this method can be seen as a variant of the well-known Wang–Landau algorithm Wang and Landau (Phys Rev E 64:056101, 2001a; Phys Rev Lett 86(10):2050–2053, 2001b). Adapting results on the convergence of the Wang-Landau algorithm obtained in Fort et al. (Math Comput 84(295):2297–2327, 2014a), we prove the convergence of the SHUS algorithm. We also compare the two methods in terms of efficiency. We finally propose a modification of the SHUS algorithm in order to increase its efficiency, and exhibit some similarities of SHUS with the well-tempered metadynamics method Barducci et al. (Phys Rev Lett 100:020,603, 2008).
| Original language | English |
|---|---|
| Pages (from-to) | 147-168 |
| Number of pages | 22 |
| Journal | Statistics and Computing |
| Volume | 27 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Jan 2017 |
Keywords
- Free energy biasing techniques
- Stochastic approximation algorithm
- Wang–Landau algorithm
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