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We recently introduced a novel replica-exchange scheme in which an individual replica can sample from states encountered by other replicas at any previous time by way of a global configuration database, enabling the fast propagation of relevant states through the whole ensemble of replicas. This mechanism depends on the knowledge of global thermodynamic functions which are measured during the simulation and not coupled to the heat bath temperatures driving the individual simulations. Therefore, this setup also allows for a continuous adaptation of the temperature set. In this talk, we will review the new scheme and demonstrate its capability. The method is particularly useful for the fast and reliable estimation of the microcanonical temperature T(U) or, equivalently, of the density of states g(U) over a wide range of energies.