Parallel Tempering

Parallel Tempering

Parallel tempering is a technique offering more efficient MCMC sampling. Multiple MCMC samplings are performed in parallel, with each MCMC chain tempered by different temperatures. The temperatures control the performance of exploration in multidimensional space in the same manner as a popular simulated annealing method (i.e., The higher temperature is, the higher exploration ability). A vital element of this method is swapping temperatures between MCMC chains, which allows a non-tempered MCMC chain to make a big jump in multi-dimensional space. An excellent review of the parallel tempering technique is given by Sambridge (2014) in the context of geophysics.

Note

• the Total number of MCMC chains run by this program is N_PROC * N_chains. Among them, N_PROC * N_COOL chains have a unit (lowest) temperature.

Related parameters

For the following notation, please refer to Input files.

• N_CHAINS
• N_COOL
• T_HIGH

For the following notation, please refer to Execute program.

• N_PROC