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Related papers: Multicanonical Parallel Tempering

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We propose and use a novel, hybrid Monte Carlo algorithm that combines configurational bias particle swaps with parallel tempering. We use this new method to simulate a standard model of a glass forming binary mixture above and below the…

Soft Condensed Matter · Physics 2009-11-11 Elijah Flenner , Grzegorz Szamel

At fine lattice spacings, Markov chain Monte Carlo simulations of QCD and other gauge theories with or without fermions are plagued by slow modes that give rise to large autocorrelation times. This can lead to simulation runs that are…

High Energy Physics - Lattice · Physics 2024-06-12 Timo Eichhorn , Gianluca Fuwa , Christian Hoelbling , Lukas Varnhorst

The algorithm based on integration over Lefschetz thimbles is a promising method to resolve the sign problem for complex actions. However, this algorithm often meets a difficulty in actual Monte Carlo calculations because the configuration…

High Energy Physics - Lattice · Physics 2019-12-06 Masafumi Fukuma , Naoya Umeda

New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Juan J. de Pablo

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

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

Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many-body systems spanning conditions from ultracold atoms to…

Chemical Physics · Physics 2025-08-27 Paul Hamann , Jan Vorberger , Tobias Dornheim

Markov Chain Monte Carlo (MCMC) underlies both statistical physics and combinatorial optimization, but mixes slowly near critical points and in rough landscapes. Parallel Tempering (PT) improves mixing by swapping replicas across…

Machine Learning · Computer Science 2025-09-30 Saleh Bunaiyan , Corentin Delacour , Shuvro Chowdhury , Kyle Lee , Kerem Y. Camsari

Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…

Computation · Statistics 2021-09-15 A. Marie d'Avigneau , S. S. Singh , L. M. Murray

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…

Chemical Physics · Physics 2009-10-30 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

This paper introduces the parallel hierarchical sampler (PHS), a Markov chain Monte Carlo algorithm using several chains simultaneously. The connections between PHS and the parallel tempering (PT) algorithm are illustrated, convergence of…

Computation · Statistics 2008-12-09 Fabio Rigat

We start from recently published numerical data by Hatano and Gubernatis cond-mat/0008115 to discuss properties of convergence to equilibrium of optimized Monte Carlo methods (bivariate multi canonical and parallel tempering). We show that…

Statistical Mechanics · Physics 2009-10-31 E. Marinari , G. Parisi , F. Ricci-Tersenghi , F. Zuliani

We propose two efficient algorithms for configurational sampling of systems with rough energy landscape. The first one is a new method for the determination of the multicanonical weight factor. In this method a short replica-exchange…

Statistical Mechanics · Physics 2009-10-31 Yuji Sugita , Yuko Okamoto

Flat histogram methods, such as Wang--Landau sampling, provide a means for high-throughput calculation of phase diagrams of atomistic/lattice model systems. Many parallelisation schemes with varying degrees of complexity have been proposed…

Computational Physics · Physics 2026-03-11 Hubert J. Naguszewski , Christopher D. Woodgate , David Quigley

An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…

Strongly Correlated Electrons · Physics 2009-10-31 Christopher L. Martin

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

We introduce a modification of the well-known Metropolis importance sampling algorithm by using a methodology inspired on the consideration of the reparametrization invariance of the microcanonical ensemble. The most important feature of…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , J. C. Castro Palacio

While gradient-based discrete samplers are effective in sampling from complex distributions, they are susceptible to getting trapped in local minima, particularly in high-dimensional, multimodal discrete distributions, owing to the…

Machine Learning · Statistics 2025-05-21 Luxu Liang , Yuhang Jia , Feng Zhou
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