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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

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 discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…

Statistical Mechanics · Physics 2008-10-08 Ayori Mitsutake , Yuko Okamoto

We investigate to what extend the replica-exchange Monte Carlo method is able to equilibrate a simple liquid in its supercooled state. We find that this method does indeed allow to generate accurately the canonical distribution function…

Soft Condensed Matter · Physics 2009-10-31 Ryoichi Yamamoto , Walter Kob

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

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

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

We report a novel Monte Carlo scheme that greatly enhances the power of parallel-tempering simulations. In this method, we boost the accumulation of statistical averages by including information about all potential parallel tempering trial…

Statistical Mechanics · Physics 2007-05-23 Ivan Coluzza Daan Frenkel

Parallel tempering is a meta-algorithm for Markov Chain Monte Carlo that uses multiple chains to sample from tempered versions of the target distribution, enhancing mixing in multi-modal distributions that are challenging for traditional…

Computation · Statistics 2024-12-30 Daniel Zhao , Natesh S. Pillai

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

This is a supplement to the article "Markov Chain Monte Carlo Based on Deterministic Transformations" available at http://arxiv.org/abs/1106.5850

Computation · Statistics 2013-07-01 Somak Dutta , Sourabh Bhattacharya

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

The optimal allocation of replicas to a homogeneous or heterogenous set of processors is derived for parallel tempering simulations on multi-processor machines. In the general case, it is possible without substantially increasing wall clock…

Computational Physics · Physics 2007-05-23 David J. Earl , Michael W. Deem

Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

Statistical Mechanics · Physics 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

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

This study investigates one of the possible approaches of improvement of heat exchangers efficiency. Literature review shows that most approaches of improvement are based on the heat transfer surface increasing and laminar-to-turbulent flow…

Applied Physics · Physics 2018-03-28 Alexey Andrianov , Alexander Ustinov , Dmitry Loginov

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 have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

We introduce and illustrate a number of performance measures for rare-event sampling methods. These measures are designed to be of use in a variety of expanded ensemble techniques including parallel tempering as well as infinite and partial…

Statistical Mechanics · Physics 2015-06-23 J. D. Doll , Paul Dupuis

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola