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Self-Healing Umbrella Sampling: Convergence and efficiency (1410.2109v1)

Published 8 Oct 2014 in math.PR, cond-mat.stat-mech, and stat.CO

Abstract: The Self-Healing Umbrella Sampling (SHUS) algorithm is an adaptive biasing algorithm which has been proposed 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. Adapting results on the convergence of the Wang-Landau algorithm, 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.

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