Gibbs sampling of complex valued distributions
High Energy Physics - Lattice
2016-10-19 v2
Abstract
A new technique is explored for the Monte Carlo sampling of complex-valued distributions. The method is based on a heat bath approach where the conditional probability is replaced by a positive representation of it on the complex plane. Efficient ways to construct such representations are also introduced. The performance of the algorithm is tested on small and large lattices with a theory with quadratic nearest-neighbor complex coupling. The method works for moderate complex couplings, reproducing reweighting and complex Langevin results and fulfilling various Schwinger-Dyson relations.
Cite
@article{arxiv.1510.09064,
title = {Gibbs sampling of complex valued distributions},
author = {L. L. Salcedo},
journal= {arXiv preprint arXiv:1510.09064},
year = {2016}
}
Comments
23 pages, 2 tables, 11 figure. Major revision