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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

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

We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

Tethering methods allow us to perform Monte Carlo simulations in ensembles with conserved quantities. Specifically, one couples a reservoir to the physical magnitude of interest, and studies the statistical ensemble where the total…

Statistical Mechanics · Physics 2011-08-29 V. Martin-Mayor , B. Seoane , D. Yllanes

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

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

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

Using MCMC to sample from a target distribution, $\pi(x)$ on a $d$-dimensional state space can be a difficult and computationally expensive problem. Particularly when the target exhibits multimodality, then the traditional methods can fail…

Methodology · Statistics 2026-01-14 Nicholas G. Tawn , Gareth O. Roberts

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

We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…

Computational Physics · Physics 2015-06-04 Denis Tolkunov , Alexandre V. Morozov

An alternative to Monte Carlo techniques requiring large sampling times is presented here. Ideas from a genetic algorithm are used to select the best initial states from many independent, parallel Metropolis-Hastings iterations that are run…

Statistical Mechanics · Physics 2018-01-30 Thomas E. Baker

We introduce a new method to simulate the physics of rare events. The method, an extension of the Temperature Accelerated Molecular Dynamics, comes in use when the collective variables introduced to characterize the rare events are either…

Computational Physics · Physics 2017-09-13 Giovanni Ciccotti , Simone Meloni

We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state…

Statistical Mechanics · Physics 2008-07-09 T. E. Booth , J. E. Gubernatis

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

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

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

We propose a new sampler that integrates the protocol of parallel tempering with the Nos\'e-Hoover (NH) dynamics. The proposed method can efficiently draw representative samples from complex posterior distributions with multiple isolated…

Machine Learning · Statistics 2018-12-10 Rui Luo , Qiang Zhang , Yuanyuan Liu

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…

We review uses of the generalized-ensemble algorithms for free-energy calculations in protein folding. Two of the well-known methods are multicanonical algorithm and replica-exchange method; the latter is also referred to as parallel…

Statistical Mechanics · Physics 2007-05-23 Y. Sugita , Y. Okamoto

Solvent-free coarse grained models represent one of the most promising approaches for molecular simulations of mesoscopically large membranes. In these models, the size of the simulated membrane is limited by the slow relaxation time of…

Soft Condensed Matter · Physics 2009-11-13 Oded Farago