Feedback-optimized parallel tempering Monte Carlo
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Abstract: We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that optimizes the simulated statistical ensemble in generalized broad-histogram Monte Carlo simulations. Conventionally, a temperature set is chosen in such a way that the acceptance rates for replica swaps between adjacent temperatures are independent of the temperature and large enough to ensure frequent swaps. In this paper, we show that by choosing the temperatures with a modified version of the optimized ensemble feedback method we can minimize the round-trip times between the lowest and highest temperatures which effectively increases the efficiency of the parallel tempering algorithm. In particular, the density of temperatures in the optimized temperature set increases at the "bottlenecks of the simulation, such as phase transitions. In turn, the acceptance rates are now temperature dependent in the optimized temperature ensemble. We illustrate the feedback-optimized parallel tempering algorithm by studying the two-dimensional Ising ferromagnet and the two-dimensional fully-frustrated Ising model, and briefly discuss possible feedback schemes for systems that require configurational averages, such as spin glasses.
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Cites work
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- Transition matrix Monte Carlo method
Cited in
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- Results from the UKQCD Parallel Tempering project
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- Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme
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- Massively parallel simulations for disordered systems
- A control variate method for threshold crossing probabilities of plastic deformation driven by transient coloured noise
- Revisiting the parallel tempering algorithm: high-performance computing and applications in operations research
- Optimized convergence for multiple histogram analysis
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