On the swapping algorithm
The Metropolis-coupled Markov chain method (or "Swapping Algorithm") is an empirically successful hybrid Monte Carlo algorithm. It alternates between standard transitions on parallel versions of the system at different parameter values, and swapping two versions. We prove rapid mixing for two bimodal examples, including the mean-field Ising model. (C) 2002 Wiley Periodicals, Inc.
metropolis-coupled markov chains markov chain monte carlo spectral gap meanfield ising model decomposition