Article ID Journal Published Year Pages File Type
9727565 Physica A: Statistical Mechanics and its Applications 2005 13 Pages PDF
Abstract
In this paper, we propose to estimate the normalizing constants for simulated tempering by a modified histogram algorithm, the so-called contour Monte Carlo algorithm, and compare the efficiency of simulated tempering and parallel tempering. Our analysis reveals that simulated tempering tends to mix faster than parallel tempering at low temperature levels for simulating from complex systems. The reason why simulated tempering is better than parallel tempering is discussed at length.
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Physical Sciences and Engineering Mathematics Mathematical Physics
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