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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

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

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

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 here two irreversible Markov chain Monte Carlo algorithms for general discrete state systems, one of the algorithms is based on the random-scan Gibbs sampler for discrete states and the other on its improved version, the…

Statistical Mechanics · Physics 2020-05-08 Fahim Faizi , George Deligiannidis , Edina Rosta

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

New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…

Methodology · Statistics 2022-05-31 Matthew Sutton , Robert Salomone , Augustin Chevallier , Paul Fearnhead

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

Preparing thermal (Gibbs) states is a common task in physics and computer science. Recent algorithms mimic cooling via system-bath coupling, where the cost is determined by mixing time, akin to classical Metropolis-like algorithms. However,…

Quantum Physics · Physics 2024-12-13 David Gamarnik , Bobak T. Kiani , Alexander Zlokapa

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

We present generalized-ensemble algorithms for isobaric-isothermal molecular simulations. In addition to the multibaric-multithermal algorithm and replica-exchange method for the isobaric-isothermal ensemble, which have already been…

Statistical Mechanics · Physics 2010-04-14 Yoshiharu Mori , Yuko Okamoto

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

After developing an appropriate iteration procedure for the determination of the parameters, the method of simulated tempering has been successfully applied to the 2D Ising spin glass. The reduction of the slowing down is comparable to that…

Condensed Matter · Physics 2009-10-22 Werner Kerler , Peter Rehberg

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

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

We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…

Other Condensed Matter · Physics 2007-05-23 Helmut G. Katzgraber , Simon Trebst , David A. Huse , Matthias Troyer

We consider Ising mixed $p$-spin glasses at high-temperature and without external field, and study the problem of sampling from the Gibbs distribution $\mu$ in polynomial time. We develop a new sampling algorithm with complexity of the same…

Probability · Mathematics 2025-10-22 Ahmed El Alaoui , Andrea Montanari , Mark Sellke

Sampling Boltzmann probability distributions plays a key role in machine learning and optimization, motivating the design of hardware accelerators such as Ising machines. While the Ising model can in principle encode arbitrary optimization…

Machine Learning · Computer Science 2025-08-01 Corentin Delacour , M Mahmudul Hasan Sajeeb , Joao P. Hespanha , Kerem Y. Camsari

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi
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