State dependent swap strategies and adaptive adjusting of number of temperatures in Parallel Tempering algorithms (1406.3218v2)

Abstract: 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 adjustment of the number of temperatures. Numerical experiments demonstrate the effectiveness of the proposed method.