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Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Changyou Chen , Zhe Gan , Ricardo Henao , Lawrence Carin

We simulate Quantum Chromodynamics in four Euclidean dimensions with two (degenerate mass) flavors of dynamical quarks. The Dirac operator is the so-called chirally improved operator that has been studied so far in quenched calculations. We…

High Energy Physics - Lattice · Physics 2007-05-23 C. B. Lang , Pushan Majumdar , Wolfgang Ortner

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

We propose various improvements of finite step-size updating for full QCD on the lattice that might turn finite step-size updating into a viable alternative to the hybrid Monte Carlo algorithm. These improvements are noise reduction of the…

High Energy Physics - Lattice · Physics 2009-10-31 M. Hasenbusch

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

Computation · Statistics 2021-10-28 Marcel Hirt , Michalis K. Titsias , Petros Dellaportas

We study aspects concerning numerical simulations of Lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks with degenerate masses. A Hybrid Monte Carlo algorithm is described and the formula for the fermionic force is derived for…

High Energy Physics - Lattice · Physics 2009-10-31 Chuan Liu

Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection…

Data Analysis, Statistics and Probability · Physics 2022-06-15 Karl Ehataht , Christian Veelken

We present an update of BQCD, our Hybrid Monte Carlo program for simulating lattice QCD. BQCD is one of the main production codes of the QCDSF collaboration and is used by CSSM and in some Japanese finite temperature and finite density…

High Energy Physics - Lattice · Physics 2018-04-18 Taylor Ryan Haar , Yoshifumi Nakamura , Hinnerk Stüben

It has become increasingly important to include one or more individual flavours of dynamical fermion in lattice QCD simulations. This is due in part to the advent of QCD+QED calculations, where isospin symmetry breaking means that the up,…

High Energy Physics - Lattice · Physics 2019-03-27 Taylor Haar , Waseem Kamleh , James Zanotti , Yoshifumi Nakamura

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

High Energy Physics - Lattice · Physics 2019-04-24 Xiao-Yong Jin , James C. Osborn

The predominant method for generating Lattice QCD configurations is Hybrid Monte Carlo (HMC). In order to speed up this generation, a wide range of preconditioning techniques that modify the lattice action have been devised. This work…

High Energy Physics - Lattice · Physics 2017-02-02 Taylor Haar , Waseem Kamleh , James Zanotti , Yoshfumi Nakamura

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

A two level sampling method is applied to variational Monte Carlo (VMC) that samples the one and two body parts of the wave function separately. The method is demonstrated on a single Li_2 molecule in free space and 32 H_2 molecules in a…

Computational Physics · Physics 2016-09-08 Mark Dewing

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…

Computational Physics · Physics 2018-04-03 Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky , Stephan Durr

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

We develop the hybrid Monte Carlo method for simulations of single off-lattice polymer chains. We discuss implementation and choice of simulation parameters in some detail. The performance of the algorithm is tested on models for…

High Energy Physics - Lattice · Physics 2009-10-22 A. Irbäck

We present a polynomial Hybrid Monte Carlo (PHMC) algorithm as an exact simulation algorithm with dynamical Kogut-Susskind fermions. The algorithm uses a Hermitian polynomial approximation for the fractional power of the KS fermion matrix.…

We compare the performance of the Kramers Equation Monte Carlo (KMC) Algorithm with that of the Hybrid Monte Carlo (HMC) algorithm for numerical simulations with dynamical Kogut-Susskind fermions. Using the lattice Gross-Neveu model in 2…

High Energy Physics - Lattice · Physics 2009-10-31 S. Basak , Asit K. De
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