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Related papers: Strengths and Weaknesses of Parallel Tempering

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The algorithm based on integration over Lefschetz thimbles is a promising method to resolve the sign problem for complex actions. However, this algorithm often meets a difficulty in actual Monte Carlo calculations because the configuration…

High Energy Physics - Lattice · Physics 2019-12-06 Masafumi Fukuma , Naoya Umeda

Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to…

Data Analysis, Statistics and Probability · Physics 2012-05-10 Jascha Sohl-Dickstein

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…

Probability · Mathematics 2016-04-20 J. D. Doll , Paul Dupuis , Pierre Nyquist

We review uses of the generalized-ensemble algorithms for free-energy calculations in protein folding. Two of the well-known methods are multicanonical algorithm and replica-exchange method; the latter is also referred to as parallel…

Statistical Mechanics · Physics 2007-05-23 Y. Sugita , Y. Okamoto

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

Computation · Statistics 2021-07-28 Saifuddin Syed , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

We modify the reweighting factor of the projector used in diffusion Monte Carlo to reduce the time-step error of the total energy. Further, we present a reweighting scheme that has the desirable feature that it is exactly size-consistent,…

Chemical Physics · Physics 2024-03-18 Tyler A. Anderson , Manolo C. Per , C. J. Umrigar

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…

Statistical Mechanics · Physics 2011-12-06 John D. Chodera , Michael R. Shirts

We introduce a generic, parallel Wang-Landau method that is naturally suited to implementation on massively parallel, petaflop supercomputers. The approach introduces a replica-exchange framework in which densities of states for overlapping…

Computational Physics · Physics 2015-06-18 Ying Wai Li , Thomas Vogel , Thomas Wüst , David P. Landau

Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…

Computation · Statistics 2018-10-16 Nicholas G. Tawn , Gareth O. Roberts

We propose a new method for the determination of the weight factor for the simulated tempering method. In this method a short replica-exchange simulation is performed and the simulated tempering weight factor is obtained by the…

Statistical Mechanics · Physics 2009-10-31 A. Mitsutake , Y. Okamoto

The extreme slowing down associated with glass formation in experiments and in simulations results in serious difficulties to prepare deeply quenched, well annealed, glassy material. Recently, methods to achieve such deep quenching were…

Soft Condensed Matter · Physics 2020-07-08 Bhanu Prasad Bhowmik , Valery Iylin , Itamar Procaccia

In an earlier joint work, we studied a sequential Monte Carlo algorithm to sample from the Gibbs measure supported on torus with a non-convex energy function at a low temperature, where we proved that the time complexity of the algorithm is…

Computation · Statistics 2025-12-08 Ruiyu Han

The widely used double-bridging hybrid (DBH) method for equilibrating simulated entangled polymer melts [R. Auhl et al., J. Chem. Phys. v. 119, p. 12718, 2003] loses its effectiveness as chain stiffness increases into the semiflexible…

Soft Condensed Matter · Physics 2022-01-26 Joseph D. Dietz , Robert S. Hoy

Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…

Computation · Statistics 2012-05-08 Blazej Miasojedow , Eric Moulines , Matti Vihola

We present some considerations about the parallel implementations of the kinetic (Monte Carlo) version of the Ising model. In some cases the equilibrium distribution of the parallel version does not present the symmetry breaking phenomenon…

Statistical Mechanics · Physics 2025-11-13 Franco Bagnoli , Tommaso Matteuzzi

We apply a recently developed adaptive algorithm that systematically improves the efficiency of parallel tempering or replica exchange methods in the numerical simulation of small proteins. Feedback iterations allow us to identify an…

Quantitative Methods · Quantitative Biology 2007-05-23 Simon Trebst , Matthias Troyer , Ulrich H. E. Hansmann

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

High Energy Physics - Lattice · Physics 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

In this paper we present a study of pattern formation in bidimensional systems with competing short-range attractive and long-range repulsive interactions. The interaction parameters are chosen in such a way to analyse two different…

Soft Condensed Matter · Physics 2007-05-23 A. Imperio , L. Reatto

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

We study the problem of glassy relaxations in the presence of an external field in the highly controlled context of a spin-glass simulation. We consider a small spin glass in three dimensions (specifically, a lattice of size L=8, small…

Disordered Systems and Neural Networks · Physics 2019-03-08 I. Gonzalez-Adalid Pemartin , V. Martin-Mayor , G. Parisi , J. J. Ruiz-Lorenzo