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Related papers: Simulated Tempering and Swapping on Mean-Field Mod…

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We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

Machine Learning · Computer Science 2018-07-10 Alkis Gotovos , Hamed Hassani , Andreas Krause , Stefanie Jegelka

In our previous work [1], we introduced to an arbitrary Markov chain Monte Carlo algorithm a distance between configurations. This measures the difficulty of transition from one configuration to the other, and enables us to investigate the…

High Energy Physics - Theory · Physics 2018-12-05 Masafumi Fukuma , Nobuyuki Matsumoto , Naoya Umeda

We study the dynamics of parallel tempering simulations, also known as the replica exchange technique, which has become the method of choice for simulation of proteins and other complex systems. Recent results for the optimal choice of the…

Statistical Mechanics · Physics 2009-11-13 Walter Nadler , Ulrich H. E. Hansmann

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

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

The glass transition of supercooled fluids is a particular challenge for computer simulation, because the (longest) relaxation times increase by about 15 decades upon approaching the transition temperature T_g. Brute-force molecular…

Statistical Mechanics · Physics 2007-05-23 Kurt Binder , Jörg Baschnagel , Walter Kob , Wolfgang Paul

In this work, we develop a generalisation of the thermal entropy to complex inverse temperatures, which we call the thermal pseudo-entropy. We show that this quantity represents the pseudo-entropy of the transition matrix between…

High Energy Physics - Theory · Physics 2024-11-20 Pawel Caputa , Bowen Chen , Tadashi Takayanagi , Takashi Tsuda

In climate science, the tuning of climate models is a computationally intensive problem due to the combination of the high-dimensionality of the system state and long integration times. Supermodelling is a technique which has shown the…

Chaotic Dynamics · Physics 2026-04-15 Jordan Seneca , Suzanne Bintanja , Frank M. Selten

We apply simulated tempering and magnetizing (STM) Monte Carlo simulations to the two-dimensional three-state Potts model in an external magnetic field in order to investigate the crossover scaling behaviour in the temperature-field plane…

Statistical Mechanics · Physics 2013-07-16 T. Nagai , Y. Okamoto , W. Janke

Based on the density matrix renormalization group (DMRG), strongly correlated quantum many-body systems at finite temperatures can be simulated by sampling over a certain class of pure matrix product states (MPS) called minimally entangled…

Strongly Correlated Electrons · Physics 2017-06-07 Moritz Binder , Thomas Barthel

Temperature scaling is a simple method that allows to control the uncertainty of probabilistic models. It is mostly used in two contexts: improving the calibration of classifiers and tuning the stochasticity of large language models (LLMs).…

Machine Learning · Statistics 2026-05-28 Pierre-Alexandre Mattei , Bruno Loureiro

We present a novel implementation of the parallel tempering Monte Carlo method in a multicanonical ensemble. Multicanonical weights are derived by a self-consistent iterative process using a Boltzmann inversion of global energy histograms.…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Qiliang Yan , Juan J. de Pablo

Integrated tempering sampling (ITS) method is an approach to enhance the sampling over a broad range of energies and temperatures in computer simulations. In this paper, a new version of integrated tempering sampling method is proposed. In…

Computational Physics · Physics 2015-06-15 Peng Zhao , Li Jiang Yang , Yi Qin Gao , Zhong-Yuan Lu

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

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

We define the projected entropy S(T) at a given temperature T in the context of an Ising model transition matrix calculation as the entropy associated with the distribution of Markov chain realizations in energy-magnetization, E-H, space.…

Statistical Mechanics · Physics 2018-10-17 David Yevick

Simulated tempering is a popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. The paper [24] introduced the Annealed Leap-Point Sampler (ALPS) to allow for rapid movement between modes. In…

Probability · Mathematics 2021-05-13 Gareth O. Roberts , Jeffrey S. Rosenthal , Nicholas G. Tawn

A new approach for the parallel forward modeling of transient electromagnetic (TEM) fields is presented. It is based on a family of uniform-in-time rational approximants to the matrix exponential that share a common denominator independent…

Numerical Analysis · Mathematics 2025-06-16 Ralph-Uwe Börner , Stefan Güttel

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is…

Statistical Mechanics · Physics 2014-10-20 Yukito Iba , Nen Saito , Akimasa Kitajima