Thursday, August 18, 2011

[mziptbyt] Meta culture and MCMC

For some cultures preserving the culture is part of the culture. Other cultures embrace change.

Imagine a Markov system where a system evolves from one state to another. The rules regarding the state evolution are encoded in the state, and as such, the rules themselves may change from state to state. At each state, a new state is selected that is consistent with the current state's rules.

States change, rules change, and slowly the system explores the state space, perhaps searching for an optimal state (Markov Chain Monte Carlo optimization). But as soon as rules of the form, "These rules may not be changed (including this rule)", appear, they become permanently locked in, locking out a portion of the state space from further exploration.

Change is good.  That's the only way MCMC can work well, even occasionally exploring bad states (en route to better ones).

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