Related papers: On the Infinite Swapping Limit for Parallel Temper…
Parallel tempering (PT), also known as replica exchange, is the go-to workhorse for simulations of multi-modal distributions. The key to the success of PT is to adopt efficient swap schemes. The popular deterministic even-odd (DEO) scheme…
We present results from our study of the Parallel Tempering algorithm. We examine the swapping acceptance rate of a twin subensemble PT system. We use action matching technology in an attempt to maximise the swap acceptance rate. We model…
The effectiveness of a new algorithm, parallel tempering, is studied for numerical simulations of biological molecules. These molecules suffer from a rough energy landscape. The resulting slowing down in numerical simulations is overcome by…
This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…
We discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…
Sampling Boltzmann probability distributions plays a key role in machine learning and optimization, motivating the design of hardware accelerators such as Ising machines. While the Ising model can in principle encode arbitrary optimization…
Because of growing interest in temperature-based sampling methods like replica exchange, this note aims to make some observations and raise some potentially important questions which we have not seen addressed sufficiently in the…
Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. One problem with simulated tempering for multimodal targets is that the weights of the various modes change for…
Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the…
We introduce and illustrate a number of performance measures for rare-event sampling methods. These measures are designed to be of use in a variety of expanded ensemble techniques including parallel tempering as well as infinite and partial…
Simulated tempering is a widely used strategy for sampling from multimodal distributions. In this paper, we consider simulated tempering combined with an arbitrary local Markov chain Monte Carlo sampler and present a new decomposition…
In the field of sampling algorithms, MCMC (Markov Chain Monte Carlo) methods are widely used when direct sampling is not possible. However, multimodality of target distributions often leads to slow convergence and mixing. One common…
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…
We review the history of the parallel tempering simulation method. From its origins in data analysis, the parallel tempering method has become a standard workhorse of physiochemical simulations. We discuss the theory behind the method and…
Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…
We present a study of the parallel tempering (replica exchange) Monte Carlo method, with special focus on the feedback-optimized parallel tempering algorithm, used for generating an optimal set of simulation temperatures. This method is…
The optimal allocation of replicas to a homogeneous or heterogenous set of processors is derived for parallel tempering simulations on multi-processor machines. In the general case, it is possible without substantially increasing wall clock…
By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…
The exchange algorithm is one of the most popular extensions of the Metropolis--Hastings algorithm to sample from doubly-intractable distributions. However, the theoretical exploration of the exchange algorithm is very limited. For example,…
Simulations of systems with quenched disorder are extremely demanding, suffering from the combined effect of slow relaxation and the need of performing the disorder average. As a consequence, new algorithms, improved implementations, and…