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 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 nice review of the parallel tempering technique is given by Sambridge (2014).