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 optimal set of temperatures/replicas which are found to concentrate at the bottlenecks of the simulations. A measure of convergence for the equilibration of the pa...

Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is introduced, followed by applications in random matrices, random graphs, and chaotic dynamical systems. Replica exchange MCMC (also known as parallel tempering or M...

Tail estimates are developed for power law probability distributions with exponential tempering, using a conditional maximum likelihood approach based on the upper order statistics. Tempered power law distributions are intermediate between heavy power-law tails and Laplace or exponential tails, and are sometimes called “semiheavy” tailed distributions. The estimation method is demonstrated on s...

In these lectures I describe some theoretical tools and numerical techniques to investigate glassy systems. The discussion is centered on spin glasses where there has been a large amount of theoretical as well as numerical work during the recent years. After discussing the utility of introducing real replicas in numerical simulations, I analyze topics such as equilibration methods and the analy...

Parallel tempering molecular dynamics simulations have been performed for 1,4-polybutadiene polymer melts in the 323 K–473 K temperature domain at atmospheric pressure. The parallel tempering approach provides a vast improvement in the equilibration and sampling of conformational phase space for the atomistic melt chains in comparison with conventional molecular dynamics simulations even for mo...

Given a good importance function, importance sampling is able to achieve satisfactory precisions within a reasonable time. In addition to the well known requirement that the importance function should have a similar shape to the target density (Rubinstein, 1981), it is also highly recommended that the importance function possess heavy tails (Geweke, 1989; MacKay, 1998; Yuan and Druzdzel, 2004)....

background&aim;:blood loss reducing approaches improve surgery outcomes through making appropriate operation field and reducing transfusion needing . in this study two blood loss reducing techniques compare with together. method & material:in a randomized clinical trial study 60 patients candidate for elective femoral shaft operation were included in two groups.the first group induced hypotensi...

We examine three Monte Carlo sampling methods on idealized examples. Implementing the Metropolis algorithm on created functions, we compare the single temperature to four temperatures running in parallel. Using simulated annealing and parallel tempering on the traveling salesman problem, we examine what each of the methods is capable of exploring. We focus specifically on parallel tempering’s a...