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arXiv · 1207.6880

Convergence of the Wang-Landau algorithm

Gersende Fort·Benjamin Jourdain·Estelle Kuhn·Tony Lelièvre·Gabriel Stoltz
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Abstract

We analyze the convergence properties of the Wang-Landau algorithm. This sampling method belongs to the general class of adaptive importance sampling strategies which use the free energy along a chosen reaction coordinate as a bias. Such algorithms are very helpful to enhance the sampling properties of Markov Chain Monte Carlo algorithms, when the dynamics is metastable. We prove the convergence of the Wang-Landau algorithm and an associated central limit theorem.

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Gersende Fort, Benjamin Jourdain, Estelle Kuhn, Tony Lelièvre, Gabriel Stoltz. 2013-09-26. Convergence of the Wang-Landau algorithm. https://arxiv.org/abs/1207.6880

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