Simulated tempering with irreversible Gibbs sampling techniques

TL;DR

This paper introduces two novel irreversible Gibbs sampling algorithms for simulated tempering that break detailed balance but improve sampling efficiency and mixing times in various physical systems, especially large ones.

Contribution

The paper presents new irreversible Gibbs sampling algorithms for simulated tempering that outperform traditional methods by breaking detailed balance and enhancing sampling efficiency.

Findings

Improved relaxation times in Ising model simulations.

Faster mixing times in Alanine pentapeptide simulations.

More efficient sampling without additional computational cost.

Abstract

We present here two novel algorithms for simulated tempering simulations, which break detailed balance condition (DBC) but satisfy the skewed detailed balance to ensure invariance of the target distribution. The irreversible methods we present here are based on Gibbs sampling and concern breaking DBC at the update scheme of the temperature swaps. We utilise three systems as a test bed for our methods: an MCMC simulation on a simple system described by a 1D double well potential, the Ising model and MD simulations on Alanine pentapeptide (ALA5). The relaxation times of inverse temperature, magnetic susceptibility and energy density for the Ising model indicate clear gains in sampling efficiency over conventional Gibbs sampling techniques with DBC and also over the conventionally used simulated tempering with Metropolis-Hastings (MH) scheme. Simulations on ALA5 with large number of temperatures indicate distinct gains in mixing times for inverse temperature and consequently the energy of the system compared to conventional MH. With no additional computational overhead, our methods were found to be more efficient alternatives to conventionally used simulated tempering methods with DBC. Our algorithms should be particularly advantageous in simulations of large systems with many temperature ladders, as our algorithms showed a more favorable constant scaling in Ising spin systems as compared with both reversible and irreversible MH algorithms. In future applications, our irreversible methods can also be easily tailored to utilize a given dynamical variable other than temperature to flatten rugged free energy landscapes.