Related papers: On the efficiency of exchange in parallel temperin…
We previously developed an algorithm, called resolution exchange, which improves canonical sampling of atomic resolution models by swapping conformations between high- and low-resolution simulations[1]. Here, we demonstrate a generally…
The improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering is studied. As an indicator for decorrelation the topological charge is used.
Because of growing interest in temperature-based sampling methods like replica exchange, this note aims to make some observations and raise some potentially important questions which we have not seen addressed sufficiently in the…
In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…
In this paper we present extensions to the original adaptive parallel tempering algorithm. Two different approaches are presented. In the first one we introduce state-dependent strategies using current information to perform a swap step. It…
We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…
The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its…
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…
In the field of sampling algorithms, MCMC (Markov Chain Monte Carlo) methods are widely used when direct sampling is not possible. However, multimodality of target distributions often leads to slow convergence and mixing. One common…
We introduce and develop a novel particle exchange Monte Carlo method. Whereas existing methods apply to eigenfunction problems where the eigenvalue is known (e.g., integrals with respect to a Gibbs measure, which can be interpreted as…
The swap Monte Carlo algorithm combines the translational motion with the exchange of particle species, and is unprecedentedly efficient for some models of glass former. In order to clarify the physics underlying this acceleration, we study…
By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…
Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…
This paper is a contribution to the understanding of the thermal properties of aging systems where statistically independent degrees of freedom with largely separated timescales are expected to coexist. Focusing on the prototypical case of…
In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures,…
In this paper we demonstrate that tempering Markov chain Monte Carlo samplers for Bayesian models by recursively subsampling observations without replacement can improve the performance of baseline samplers in terms of effective sample size…
We comment the recent published article entitled "Temperature dependent fluctuations in the two-dimensional XY model", appeared in J. Phys. A: Math.Gen. 38 (2005) 5603.
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…
We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and…
Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…