On swapping and simulated tempering algorithms
نویسندگان
چکیده
منابع مشابه
Simulated Tempering and Swapping on Mean-Field Models
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 analyze the convergence for a set of new tempering distributions which we call entropy dampening. For asymmetric exponential distributions and the mean field I...
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Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is a swap mechanism that exchanges configurations between the parallel simulations at a given rate. The mechanism is designed to allow the low temperature syst...
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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 sampling time. Samples may not decouple from the initial configuration for a long time and autocorrelation times may be hard to determine. We analyze a suitable...
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In this paper, we propose a new hybrid scheme of parallel tempering and simulated annealing (hybrid PT/SA). Within the hybrid PT/SA scheme, a composite system with multiple conformations is evolving in parallel on a temperature ladder with various transition step sizes. The simulated annealing (SA) process uses a cooling scheme to decrease the temperature values in the temperature ladder to the...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2003
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(02)00232-6