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Katsuhiro Kamakura

Publications and source records attributed to Katsuhiro Kamakura.

2 recordsLinked to original sources

Mixing time and simulated annealing for the stochastic cellular automata

Finding a ground state of a given Hamiltonian of an Ising model on a graph $G=(V,E)$ is an important but hard problem. The standard approach for this kind of problem is the application of algorithms that rely on single-spin-flip Markov chain Monte Carlo methods, such as the simulated annealing based on Glauber or Metropolis dynamics. In this paper, we investigate a particular kind of stochastic cellular automata, in which all spins are updated independently and simultaneously. We prove that (i) if the temperature is fixed sufficiently high, then the mixing time is at most of order $\log|V|$, and that (ii) if the temperature drops in time $n$ as $1/\log n$, then the limiting measure is uniformly distributed over the ground states. We also provide some simulations of the algorithms studied in this paper implemented on a GPU and show their superior performance compared to the conventional simulated annealing.

math.PR

Finding optimal solutions by stochastic cellular automata

Finding a ground state of a given Hamiltonian is an important but hard problem. One of the potential methods is to use a Markov chain Monte Carlo (MCMC) to sample the Gibbs distribution whose highest peaks correspond to the ground states. In this short paper, we use stochastic cellular automata (SCA) and see if it is possible to find a ground state faster than the conventional MCMCs, such as the Glauber dynamics. We show that, if the temperature is sufficiently high, it is possible for SCA to have more spin-flips per update in average than Glauber and, at the same time, to have an equilibrium distribution ``close" to the one for Glauber, i.e., the Gibbs distribution. During the course, we also propose a new way to characterize how close a probability measure is to the target Gibbs.

math.OC