Metropolis Importance Sampling for Rugged Dynamical Variables
Bernd A. Berg

TL;DR
The paper introduces a funnel transformation for Metropolis sampling that biases probabilities towards the global energy minimum, improving efficiency in rugged energy landscapes, demonstrated on Met-Enkephalin with a twofold computational gain.
Contribution
It proposes a novel recursive funnel transformation to enhance Metropolis sampling in rugged energy landscapes, with a simple approximation tested on a biomolecular system.
Findings
Twofold computational speed-up for Met-Enkephalin at 300 K
RM$_1$ effectively biases sampling towards global minima
Simple implementation suitable for rugged systems
Abstract
A funnel transformation is introduced, which acts recursively from higher towards lower temperatures. It biases the a-priori probabilities of a canonical or generalized ensemble Metropolis simulation, so that they zoom in on the global energy minimum, if a funnel exists indeed. A first, crude approximation to the full transformation, called rugged Metropolis one (RM), is tested for Met-Enkephalin. At 300K the computational gain is a factor of two and, due to its simplicity, RM is well suited to replace the conventional Metropolis updating for these kind of systems.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
