State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm
Mateusz Krzysztof Łącki, Błażej Miasojedow · Statistics and Computing · 2015
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 encompasses a wide family of potential moves including the standard one and Equi-Energy type move, without any loss in tractability. In the second one, we introduce online trimming of the number of temperatures. Numerical experiments demonstrate the effectiveness of the proposed method.