Violation of detailed balance accelerates relaxation.

By A. Ichiki, Masayuki Ohzeki. 2013

55 citations recorded by the source corpus.

Recent studies have experienced the acceleration of convergence in Markov chain Monte Carlo methods implemented by the systems without detailed balance condition (DBC). However, such advantage of the violation of DBC has not been confirmed in general. We investigate the effect of the absence of DBC on the convergence toward equilibrium. Surprisingly, it is shown that the DBC violation always makes the relaxation faster. Our result implies the existence of a kind of thermodynamic inequality that connects the nonequilibrium process relaxing toward steady state with the relaxation process which has the same probability distribution as its equilibrium state.

Subfields: Condensed Matter Physics, Statistical and Nonlinear Physics, Statistics and Probability, Probabilistic & Bayesian Methods, AI for Physical Sciences

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Condensed Matter Physics

Jascha Narain Sohl-Dickstein

In Statistical and Nonlinear Physics

In Statistics and Probability

In Probabilistic & Bayesian Methods

In AI for Physical Sciences

Jascha Narain Sohl-Dickstein

Citations in the corpus

Hamiltonian Monte Carlo Without Detailed Balance (2014, background): “However, detailed balance also suffers from a critical flaw (Ichiki & Ohzeki, 2013).”
A Markov Jump Process for More Efficient Hamiltonian Monte Carlo (2015, background): “Note that as in [10] these dynamics do not satisfy detailed balance, and can be expected to mix more quickly as a result [25].”