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An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

Simulated tempering (ST) has attracted a great deal of attention in the last years, due to its capability to allow systems with complex dynamics to escape from regions separated by large entropic barriers. However its performance is…

Statistical Mechanics · Physics 2015-08-11 A. Valentim , Cláudio J. daSilva , Carlos E. Fiore

Monte Carlo algorithms are frequently used in atomistic simulations, including for computation of magnetic parameter temperature dependences in multiscale simulations. Even though parallelization strategies for Monte Carlo simulations of…

Mesoscale and Nanoscale Physics · Physics 2021-09-15 Serban Lepadatu , George McKenzie , Tim Mercer , Callum Robert MacKinnon , Philip Raymond Bissell

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…

High Energy Physics - Lattice · Physics 2009-10-31 Balint Joo , UKQCD Collaboration

We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…

Soft Condensed Matter · Physics 2009-10-31 Alex Bunker , Burkhard Duenweg

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

The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…

Disordered Systems and Neural Networks · Physics 2019-07-10 Maria Chiara Angelini , Federico Ricci-Tersenghi

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

Parallel tempering simulates at many quark masses simultaneously, by changing the mass during the simulation while remaining in equilibrium. The algorithm is faster than pure HMC if more than one mass is needed, and works better the smaller…

High Energy Physics - Lattice · Physics 2009-10-30 G. Boyd

Auxiliary variable methods such as the Parallel Tempering and the cluster Monte Carlo methods generate samples that follow a target distribution by using proposal and auxiliary distributions. In sampling from complex distributions, these…

Computation · Statistics 2012-07-16 Takamitsu Araki , Kazushi Ikeda

Recently a cluster Monte Carlo algorithm has been used very successfully in the two-dimensional Edwards-Anderson (EA) model. We show that this algorithm and a variant thereof can also be used successfully in models with a non-zero spin…

Disordered Systems and Neural Networks · Physics 2015-06-24 Thomas Jorg

Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…

Information Theory · Computer Science 2026-03-04 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

A continuous-time projection quantum Monte Carlo algorithm is employed to simulate the ground state of a short-range quantum spin-glass model, namely, the two-dimensional Edwards-Anderson Hamiltonian with transverse field, featuring…

Disordered Systems and Neural Networks · Physics 2024-12-24 L. Brodoloni , S. Pilati

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen

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

Uncertainty quantification (UQ) in Large Language Models (LLMs) is essential for their safe and reliable deployment, particularly in critical applications where incorrect outputs can have serious consequences. Current UQ methods typically…

Computation and Language · Computer Science 2025-04-10 Nicola Cecere , Andrea Bacciu , Ignacio Fernández Tobías , Amin Mantrach

Despite the impressive generalization capabilities of deep neural networks, they have been repeatedly shown to be overconfident when they are wrong. Fixing this issue is known as model calibration, and has consequently received much…

Machine Learning · Computer Science 2024-02-15 Muthu Chidambaram , Rong Ge

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

Statistical Mechanics · Physics 2012-12-04 B. M. Rubenstein , J. E. Gubernatis , J. D. Doll

We consider generalized quantum Ising models, including those which could describe disordered materials or quantum annealers, and we prove that for all temperatures above a system-size independent threshold the path integral Monte Carlo…

Quantum Physics · Physics 2025-07-16 Elizabeth Crosson , Samuel Slezak

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