We present an optimization approach to the weak approximation of a general class of stochastic differential equations with jumps, in particular, when value functions with compact support are considered. Our approach employs a mathematical programming technique yielding upper and lower bounds of the expectation, without Monte Carlo sample paths simulations, based upon the exponential tempering o...

Given a good importance function, importance sampling is able to achieve satisfactory precisions within a reasonable time. In addition to the well known requirement that the importance function should have a similar shape to the target density (Rubinstein, 1981), it is also highly recommended that the importance function possess heavy tails (Geweke, 1989; MacKay, 1998; Yuan and Druzdzel, 2004)....

Population annealing is a Monte Carlo algorithm that marries features from simulated-annealing and parallel-tempering Monte Carlo. As such, it is ideal to overcome large energy barriers in the free-energy landscape while minimizing a Hamiltonian. Thus, population-annealing Monte Carlo can be used as a heuristic to solve combinatorial optimization problems. We illustrate the capabilities of popu...

The heat capacity and isomer distributions of the 38-atom Lennard-Jones cluster have been calculated in the canonical ensemble using parallel tempering Monte Carlo methods. A distinct region of temperature is identified that corresponds to equilibrium between the global minimum structure and the icosahedral basin of structures. This region of temperatures occurs below the melting peak of the he...

The free-energy landscape of the alpha-helix of protein G is studied by means of metadynamics coupled with a solute tempering algorithm. Metadynamics allows to overcome large energy barriers, whereas solute tempering improves the sampling with an affordable computational effort. From the sampled free-energy surface we are able to reproduce a number of experimental observations, such as the fact...

Research on rice drying and tempering has shown that high drying temperatures (up to 603C) and high moisture removal rates (up to 6 percentage points moisture content) can be used without reducing milling quality as long as sufficient tempering at a temperature above the glass transition temperature (Tg) is allowed between drying passes. Using drying air temperatures above the Tg of the rice si...

Umbrella sampling is an efficient method for the calculation of free energy changes of a system along well-defined reaction coordinates. However, when there exist multiple parallel channels along the reaction coordinate or hidden barriers in directions perpendicular to the reaction coordinate, it is difficult for conventional umbrella sampling to reach convergent sampling within limited simulat...

Sampling from complex distributions is an important but challenging topic in scientific and statistical computation. We synthesize three ideas, tempering, resampling, and Markov moving, and propose a general framework of resampling Markov chain Monte Carlo (MCMC). This framework not only accommodates various existing algorithms, including resample-move, importance resampling MCMC, and equi-ener...

This paper applies parallel tempering within a Bayesian formulation for strongly nonlinear geoacoustic inverse problems. Bayesian geoacoustic inversion consists of sampling the posterior probability density (PPD) of seabed parameters to estimate integral properties, such as marginal probability distributions, based on ocean acoustic data and prior information. This sampling is usually carried o...

The effects of 1) ripening 2, 7, and 14 d at 7 degrees C before freezing; 2) tempering 7, and 14 d at 7 degrees C after freezing; and 3) frozen storage for 1 and 4 wk at -20 degrees C, on the meltability, stretchability, and microstructure of pasta filata and nonpasta filata Mozzarella cheeses were investigated. Cheeses were cut into 5 x 10 x 7-cm blocks and vacuum-sealed 1 d after manufacture....