Related papers: A large deviations analysis of certain qualitative…
We performed two-dimensional simulated tempering (ST) simulations of the two-dimensional Ising model with different lattice sizes in order to investigate the two-dimensional ST's applicability to dealing with phase transitions and to study…
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…
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…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
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…
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…
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…
In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
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…
We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…
Exponential random graphs are used extensively in the sociology literature. This model seeks to incorporate in random graphs the notion of reciprocity, that is, the larger than expected number of triangles and other small subgraphs.…
This paper introduces the model, numerical methods, algorithms and parallel implementation of a thermal reservoir simulator that designed for numerical simulations of thermal reservoir with multiple components in three dimensional domain…
This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…
We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence 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…
We consider a large-scale parallel-server system, where each server independently adjusts its processing speed in a decentralized manner. The objective is to minimize the overall cost, which comprises the average cost of maintaining the…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…