English
Related papers

Related papers: Methodological and computational aspects of parall…

200 papers

In statistical physics, the efficiency of tempering approaches strongly depends on ingredients such as the number of replicas $R$, reliable determination of weight factors and the set of used temperatures, ${\mathcal T}_R = \{T_1, T_2,…

Statistical Mechanics · Physics 2014-09-01 A. Valentim , M. G. E. da Luz , Carlos E. Fiore

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…

Other Condensed Matter · Physics 2015-05-18 Firas Hamze , Neil Dickson , Kamran Karimi

Thermodynamic computing exploits fluctuations and dissipation in physical systems to efficiently solve various mathematical problems. For example, it was recently shown that certain linear algebra problems can be solved thermodynamically,…

Statistical Mechanics · Physics 2024-01-08 Samuel Duffield , Maxwell Aifer , Gavin Crooks , Thomas Ahle , Patrick J. Coles

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…

Machine Learning · Computer Science 2023-04-05 Holden Lee , Zeyu Shen

Parallel tempering Monte Carlo simulations have been applied to a variety of systems presenting rugged free-energy landscapes. Despite this, its efficiency depends strongly on the temperature set. With this query in mind, we present a…

Statistical Mechanics · Physics 2011-09-20 Carlos E. Fiore

Generation of equilibrium configurations is the major obstacle for numerical investigation of the slow dynamics in supercooled liquid states. The parallel tempering (PT) technique, originally proposed for the numerical equilibration of…

Soft Condensed Matter · Physics 2009-11-07 Cristiano De Michele , Francesco Sciortino

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…

Statistical Mechanics · Physics 2015-06-03 C. E. Fiore , M. G. E. da Luz

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Data Analysis, Statistics and Probability · Physics 2009-11-11 M. Daghofer , M. Konegger , H. G. Evertz , W. von der Linden

We discuss the efficiency of the so-called parallel tempering method to equilibrate glassy systems also at low temperatures. The main focus is on two structural glass models, SiO_2 and a Lennard-Jones system, but we also investigate a fully…

Statistical Mechanics · Physics 2007-05-23 Walter Kob , Claudio Brangian , Torsten Stuhn , Ryoichi Yamamoto

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

This work proposes an extension of phase change and latent heat models for the simulation of metal powder bed fusion additive manufacturing processes on the macroscale and compares different models with respect to accuracy and numerical…

Computational Engineering, Finance, and Science · Computer Science 2021-09-07 Sebastian D. Proell , Wolfgang A. Wall , Christoph Meier

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…

Computation · Statistics 2019-02-12 Nicholas G. Tawn , Gareth O. Roberts , Jeffrey S. Rosenthal

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…

Biological Physics · Physics 2007-05-23 Daniel M. Zuckerman , Edward Lyman

We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…

Numerical Analysis · Mathematics 2023-01-31 Raphael Watschinger , Michal Merta , Günther Of , Jan Zapletal

Parallel tempering, also known as replica exchange Monte Carlo, is studied in the context of two simple free energy landscapes. The first is a double well potential defined by two macrostates separated by a barrier. The second is a `golf…

Statistical Mechanics · Physics 2013-05-29 Jon Machta

Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-04 Aingeru Ramos , Jose A Pascual , Javier Navaridas , Ivan Coluzza

We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and…

Probability · Mathematics 2009-06-15 Dawn B. Woodard , Scott C. Schmidler , Mark Huber

We propose a new method for estimating rare event probabilities when independent samples are available. It is assumed that the underlying probability measures satisfy a large deviations principle with a scaling parameter $\varepsilon$ that…

Probability · Mathematics 2018-11-06 Paul Dupuis , Guo-Jhen Wu , Michael Snarski

Parallel tempering (PT) is a class of Markov chain Monte Carlo algorithms that constructs a path of distributions annealing between a tractable reference and an intractable target, and then interchanges states along the path to improve…

An efficient approach of measuring the absolute free energy in parallel tempering Monte Carlo using the exponential averaging method is discussed and the results are compared with those of population annealing Monte Carlo using the…

Disordered Systems and Neural Networks · Physics 2015-05-20 Wenlong Wang