Markov Chain Monte Carlo for Dummies
High Energy Physics - Theory
2018-09-25 v2 Statistical Mechanics
High Energy Physics - Lattice
Abstract
This is an introductory article about Markov Chain Monte Carlo (MCMC) simulation for pedestrians. Actual simulation codes are provided, and necessary practical details, which are skipped in most textbooks, are shown. The second half is written for hep-th and hep-lat audience. It explains specific methods needed for simulations with dynamical fermions, especially supersymmetric Yang-Mills. The examples include QCD and matrix integral, in addition to SYM.
Cite
@article{arxiv.1808.08490,
title = {Markov Chain Monte Carlo for Dummies},
author = {Masanori Hanada},
journal= {arXiv preprint arXiv:1808.08490},
year = {2018}
}
Comments
v2: Many typos removed, some explanations improved. 65 pages, many figures