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SUMMARY:Anomalous thermal relaxation on dense graphs with Metropolis-Hasti
 ngs dynamics - Marija Vucelja (University of Virginia)
DTSTART:20241126T133000Z
DTEND:20241126T142000Z
UID:TALK221527@talks.cam.ac.uk
DESCRIPTION:One of the ways to\, in principle\, improve the performance of
  a Markov chain Monte Carlo algorithm is to optimize the choice of the tra
 nsition rate matrix. In a related problem of developing an optimal thermal
  relaxation protocol\, one wants to design a dynamic that achieves fast re
 laxation to a steady state or thermal equilibrium. In my talk\, I will int
 roduce the Mpemba effect\, a prime example of anomalous thermal relaxation
 s -- where a system prepared at an initial hot temperature relaxes faster 
 in the cold environment than a system prepared at a warm temperature. For 
 a system with quenched disorder and Metropolis-Hasting dynamics\, we study
  how the thermal relaxation changes in response to modifications of the tr
 ansition rates. We show that Metropolis-Hastings dynamics on a complete gr
 aph does not support the Mpemba effect\; however\, when the graph is not c
 omplete\, the effect is possible. We show that rank-one modifications of t
 he transition rates can introduce anomalous thermal relaxation effects. I 
 will comment on potential applications of anomalous thermal relaxation in 
 designing MCMC algorithms.&nbsp\;\nThis material is based upon work suppor
 ted by the National Science Foundation under Grant No. DMR-1944539.
LOCATION:Seminar Room 1\, Newton Institute
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