Rare-Event Sampling: Occupation-Based Performance Measures for Parallel Tempering and Infinite Swapping Monte Carlo Methods
Statistical Mechanics
2015-06-11 v1 Materials Science
Abstract
In the present paper we identify a rigorous property of a number of tempering-based Monte Carlo sampling methods, including parallel tempering as well as partial and infinite swapping. Based on this property we develop a variety of performance measures for such rare-event sampling methods that are broadly applicable, informative, and straightforward to implement. We illustrate the use of these performance measures with a series of applications involving the equilibrium properties of simple Lennard-Jones clusters, applications for which the performance levels of partial and infinite swapping approaches are found to be higher than those of conventional parallel tempering.
Cite
@article{arxiv.1208.6190,
title = {Rare-Event Sampling: Occupation-Based Performance Measures for Parallel Tempering and Infinite Swapping Monte Carlo Methods},
author = {J. D. Doll and Nuria Plattner and David L. Freeman and Yufei Liu and Paul Dupuis},
journal= {arXiv preprint arXiv:1208.6190},
year = {2015}
}
Comments
18 figures