TY - GEN A1 - Fischer, Alexander T1 - An Uncoupling-Coupling Technique for Markov Chain Monte Carlo Methods N2 - Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for finite Markov chains with Markov chain Monte Carlo methodology. By determining almost invariant sets of the associated Markov operator, the Monte Carlo sampling splits by a hierarchical annealing process into the essential regions of the state space; therefore UCMC aims at avoiding the typical metastable behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain is replaced by a limited number of rapidly mixing short-time ones. The correct weighting factors for the various Markov chains are obtained via a coupling matrix, that connects the samplings from the different almost invariant sets. The underlying mathematical structure of this approach is given by a general examination of the uncoupling-coupling procedure. Furthermore, the overall algorithmic scheme of UCMC is applied to the $n$-pentane molecule, a well-known example from molecular dynamics. T3 - ZIB-Report - 00-04 KW - almost invariant sets KW - bridge sampling KW - cluster analysis KW - hierarchical annealing KW - Markov chains KW - Monte Carlo KW - $n$-pentane molecule KW - ratio of no Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-5720 ER - TY - GEN A1 - Fischer, Alexander A1 - Schütte, Christof A1 - Deuflhard, Peter A1 - Cordes, Frank T1 - Hierarchical Uncoupling-Coupling of Metastable Conformations N2 - Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for finite Markov chains with Markov chain Monte Carlo methodology. UCMC aims at avoiding the typical metastable or trapping behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain is replaced by a limited number of rapidly mixing short-time ones. Therefore, the state space of the chain has to be hierarchically decomposed into its metastable conformations. This is done by means of combining the technique of conformation analysis as recently introduced by the authors, and appropriate annealing strategies. We present a detailed examination of the uncoupling-coupling procedure which uncovers its theoretical background, and illustrates the hierarchical algorithmic approach. Furthermore, application of the UCMC algorithm to the $n$-pentane molecule allows us to discuss the effect of its crucial steps in a typical molecular scenario. T3 - ZIB-Report - 01-03 KW - almost invariant sets KW - bridge sampling KW - metastability KW - hierarchical annealing KW - hybrid Monte Carlo KW - $n$-pentane molecule KW - ratio of normalizing co Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6296 ER -