Carefully injected noise can speed the average convergence of Markov chain Monte Carlo (MCMC) estimates and simulated annealing optimization. This includes quantum annealing and the MCMC special case of the Metropolis-Hastings algorithm. MCMC seeks the solution to a computational problem as the equilibrium probability density of a reversible Markov chain.
View Article and Find Full Text PDFA new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality.
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