An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm
High Energy Physics - Lattice
2008-02-03 v2
Abstract
The probability of accepting a candidate move in the hybrid Monte Carlo algorithm can be increased by considering a transition to be between windows of several states at the beginning and end of the trajectory, with a state within the selected window being chosen according to the Boltzmann probabilities. The detailed balance condition used to justify the algorithm still holds with this procedure, provided the start state is randomly positioned within its window. The new procedure is shown empirically to significantly improve performance for a test system of uncoupled oscillators.
Cite
@article{arxiv.hep-lat/9208011,
title = {An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm},
author = {R. M. Neal},
journal= {arXiv preprint arXiv:hep-lat/9208011},
year = {2008}
}
Comments
15 pages, 4 figures (only one of which is present), New version with corrected LaTex, Submitted to J. of Comp. Physics