Over-relaxed hit-and-run Monte Carlo for the uniform sampling of convex bodies with applications in metabolic network biophysics

G. De Concini and D. De Martino ()
Additional contact information
G. De Concini: Department of Electrical Engineering, Stanford University, 350 Serra Mall, Stanford, CA, USA
D. De Martino: Center for Life Nanoscience CLNS-IIT, P.le A.Moro 2, 00815 Rome, Italy

International Journal of Modern Physics C (IJMPC), 2015, vol. 26, issue 01, 1-9

Abstract: The uniform sampling of convex regions in high dimension is an important computational issue, both from theoretical and applied point of view. The hit-and-run Monte Carlo algorithms are the most efficient methods known to perform it and one of their bottlenecks relies in the difficulty of escaping from tight corners in high dimension. Inspired by optimized Monte Carlo methods used in statistical mechanics, we define a new algorithm by over-relaxing the hit-and-run dynamics. We made numerical simulations on high-dimensional simplexes and hypercubes in order to test its performances, pointing out its improved ability to escape from angles and finally apply it to an inference problem in the steady state dynamics of metabolic networks.

Keywords: Monte Carlo methods; inference; biophysics; metabolic networks; 05.10.Ln; 02.50Tt; 87.16.af (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0129183115500102
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:ijmpcx:v:26:y:2015:i:01:n:s0129183115500102

Ordering information: This journal article can be ordered from

DOI: 10.1142/S0129183115500102

Access Statistics for this article

International Journal of Modern Physics C (IJMPC) is currently edited by H. J. Herrmann

More articles in International Journal of Modern Physics C (IJMPC) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().