Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC
  Scheme   Parallel tempering (PT) methods are a popular class of Markov chain Monte
Carlo schemes used to sample complex high-dimensional probability
distributions. They rely on a collection of $N$ interacting auxiliary chains
targeting tempered versions of the target distribution to improve the
exploration of the state-space. We provide here a new perspective on these
highly parallel algorithms and their tuning by identifying and formalizing a
sharp divide in the behaviour and performance of reversible versus
non-reversible PT schemes. We show theoretically and empirically that a class
of non-reversible PT methods dominates its reversible counterparts and identify
distinct scaling limits for the non-reversible and reversible schemes, the
former being a piecewise-deterministic Markov process and the latter a
diffusion. These results are exploited to identify the optimal annealing
schedule for non-reversible PT and to develop an iterative scheme approximating
this schedule. We provide a wide range of numerical examples supporting our
theoretical and methodological contributions. The proposed methodology is
applicable to sample from a distribution $\pi$ with a density $L$ with respect
to a reference distribution $\pi_0$ and compute the normalizing constant. A
typical use case is when $\pi_0$ is a prior distribution, $L$ a likelihood
function and $\pi$ the corresponding posterior.

28
The categories of this paper are: alg-geom
35
The categories of this paper are: mtrl-th
8
The categories of this paper are: hep-ex
6
The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th
30
The categories of this paper are: q-alg
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The categories of this paper are: comp-gas
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The categories of this paper are: plasm-ph
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The categories of this paper are: q-fin
2
The categories of this paper are: math
1
The categories of this paper are: cs
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The categories of this paper are: ao-sci
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The categories of this paper are: nucl-ex
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The categories of this paper are: math-ph
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys