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Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…

Probability · Mathematics 2012-06-14 Paul Dupuis , Yufei Liu , Nuria Plattner , J. D. Doll

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

Fast and accurate sampling method is in high demand, in order to bridge the large gaps between molecular dynamic simulations and experimental observations. Recently, integrated tempering enhanced sampling method (ITS) has been proposed and…

Numerical Analysis · Mathematics 2018-06-22 Zhiyi You , Liying Li , Jianfeng Lu , Hao Ge

We investigate the theoretical foundations of the simulated tempering method and use our findings to design efficient algorithms. Employing a large deviation argument first used for replica exchange molecular dynamics [Plattner et al., J.…

Chemical Physics · Physics 2019-02-08 Anton Martinsson , Jianfeng Lu , Benedict Leimkuhler , Eric Vanden-Eijnden

Replica exchange molecular dynamics (REMD) becomes more efficient as the frequency of swap between the temperatures is increased. Recently in [Plattner et al, J. Chem. Phys. 135, 134111 (2011)] a method was proposed to implement infinite…

Statistical Mechanics · Physics 2015-06-12 Jianfeng Lu , Eric Vanden-Eijnden

We show that the acceptance probability for swaps in the parallel tempering Monte Carlo method for classical canonical systems is given by a universal function that depends on the average statistical fluctuations of the potential and on the…

Chemical Physics · Physics 2009-11-10 Cristian Predescu , Mihaela Predescu , Cristian V. Ciobanu

Metastability is a formidable challenge to Markov chain Monte Carlo methods. In this paper we present methods for algorithm design to meet this challenge. The design problem we consider is temperature selection for the infinite swapping…

Probability · Mathematics 2020-11-12 Paul Dupuis , Guo-Jhen Wu

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

Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…

Discrete Mathematics · Computer Science 2016-07-20 Nayantara Bhatnagar , Dana Randall

We introduce a new update scheme to systematically improve the efficiency of parallel tempering simulations. We show that by adapting the number of sweeps between replica exchanges to the canonical autocorrelation time, the average…

Statistical Mechanics · Physics 2008-09-26 Elmar Bittner , Andreas Nussbaumer , Wolfhard Janke

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…

Statistical Mechanics · Physics 2015-06-23 J. D. Doll , Paul Dupuis

We review several parallel tempering schemes and examine their main ingredients for accuracy and efficiency. The present study covers two selection methods of temperatures and several choices for the exchange of replicas, including a recent…

Statistical Mechanics · Physics 2015-06-16 A. Malakis , T. Papakonstantinou

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…

Statistical Mechanics · Physics 2015-06-11 J. D. Doll , Nuria Plattner , David L. Freeman , Yufei Liu , Paul Dupuis

In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be…

Numerical Analysis · Mathematics 2021-10-13 Jonas Latz , Juan P. Madrigal-Cianci , Fabio Nobile , Raul Tempone

To accelerate the thermal equilibrium sampling of multi-level quantum systems, the infinite swapping limit of a recently proposed multi-level ring polymer representation is investigated. In the infinite swapping limit, the ring polymer…

Chemical Physics · Physics 2018-03-14 Jianfeng Lu , Zhennan Zhou

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…

Statistical Mechanics · Physics 2008-10-08 Ayori Mitsutake , Yuko Okamoto

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

In this paper we present extensions to the original adaptive parallel tempering algorithm. Two different approaches are presented. In the first one we introduce state-dependent strategies using current information to perform a swap step. It…

Computation · Statistics 2014-06-25 Mateusz Krzysztof Łącki , Błażej Miasojedow

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

In this paper we develop a new general Bayesian methodology that simultaneously estimates parameters of interest and the marginal likelihood of the model. The proposed methodology builds on Simulated Tempering, which is a powerful algorithm…

Computation · Statistics 2019-06-03 Biljana Jonoska Stojkova , David A. Campbell
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