No Arabic abstract
The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are inefficient for condensed systems with general interactions where single-particle moves cannot be evaluated faster than the energy of the whole system. Here we enhance the method by using all-particle moves: either Galilean Monte Carlo or a total enthalpy Hamiltonian Monte Carlo algorithm, introduced in this paper. We show that these algorithms enable the determination of phase transition temperatures with equivalent accuracy to the previous method at $1/N$ of the cost for an $N$-particle system with general interactions, or at equal cost when single particle moves can be done in $1/N$ of the cost of a full $N$-particle energy evaluation.
We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are build on our previously developed stochastic thermostat, which has been shown to provide correct statistical configurational sampling for any time step that yields stable trajectories. Here, we extend the method and develop a set of discrete-time equations of motion for both particle dynamics and system volume in order to seek pressure control that is insensitive to the choice of the numerical time step. The resulting method is simple, practical, and efficient. The method is demonstrated through direct numerical simulations of two characteristic model systems - a one dimensional particle chain for which exact statistical results can be obtained and used as benchmarks, and a three dimensional system of Lennard-Jones interacting particles simulated in both solid and liquid phases. The results, which are compared against the method of Kolb & Dunweg, show that the new method behaves according to the objective, namely that acquired statistical averages and fluctuations of configurational measures are accurate and robust against the chosen time step applied to the simulation.
It was recently emphasised by Riley (2019); Schittenhelm & Wacker (2020) that that in the presence of plateaus in the likelihood function nested sampling (NS) produces faulty estimates of the evidence and posterior densities. After informally explaining the cause of the problem, we present a modified version of NS that handles plateaus and can be applied retrospectively to NS runs from popular NS software using anesthetic. In the modified NS, live points in a plateau are evicted one by one without replacement, with ordinary NS compression of the prior volume after each eviction but taking into account the dynamic number of live points. The live points are replenished once all points in the plateau are removed. We demonstrate it on a number of examples. Since the modification is simple, we propose that it becomes the canonical version of Skillings NS algorithm.
We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a Hamiltonian system to such a thermostat and to tune at will the relaxation time of modes of different frequency. This allows one to optimize the time needed to thermalize the system and generate independent configurations. We show how this frequency-dependent response can be exploited to control the temperature of Car-Parrinello-like dynamics, keeping at low temperature the electronic degrees of freedom, without affecting the adiabatic separation from the vibrations of the ions.
The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions, particularly if the probability mass functions or densities cannot be evaluated. This paper introduces a computational approach, based on Nested Sampling, to evaluate entropies of probability distributions that can only be sampled. I demonstrate the method on three examples: a simple gaussian example where the key quantities are available analytically; (ii) an experimental design example about scheduling observations in order to measure the period of an oscillating signal; and (iii) predicting the future from the past in a heavy-tailed scenario.
Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined termination point. A systematic literature review of nested sampling algorithms and variants is presented. We focus on complete algorithms, including solutions to likelihood-restricted prior sampling, parallelisation, termination and diagnostics. The relation between number of live points, dimensionality and computational cost is studied for two complete algorithms. A new formulation of NS is presented, which casts the parameter space exploration as a search on a tree. Previously published ways of obtaining robust error estimates and dynamic variations of the number of live points are presented as special cases of this formulation. A new on-line diagnostic test is presented based on previous insertion rank order work. The survey of nested sampling methods concludes with outlooks for future research.