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The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

There has been much recent progress in the understanding and reduction of the computational cost of the Hybrid Monte Carlo algorithm for Lattice QCD as the quark mass parameter is reduced. In this letter we present a new solution to this…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark , A. D. Kennedy

We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…

Machine Learning · Statistics 2019-10-15 Adam D. Cobb , Atılım Güneş Baydin , Andrew Markham , Stephen J. Roberts

We introduce an algorithm for treating growth on surfaces which combines important features of continuum methods (such as the level-set method) and Kinetic Monte Carlo (KMC) simulations. We treat the motion of adatoms in continuum theory,…

Materials Science · Physics 2009-11-10 G. Russo , L. M. Sander , P. Smereka

We propose a new method for Hybrid Monte Carlo (HMC) simulations with odd numbers of dynamical fermions on the lattice. It employs a different approach from polynomial or rational HMC. In this method, gamma-five hermiticity of the lattice…

High Energy Physics - Lattice · Physics 2015-05-27 Kenji Ogawa

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…

High Energy Physics - Lattice · Physics 2008-02-03 R. M. Neal

We consider dynamically constrained Monte-Carlo dynamics and show that this leads to the generation of long ranged effective interactions. This allows us to construct a local algorithm for the simulation of charged systems without ever…

Statistical Mechanics · Physics 2009-11-10 L. Levrel , F. Alet , J. Rottler , A. C. Maggs

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

We extend the continuous-time interaction-expansion quantum Monte Carlo method with respect to measuring observables for fermion-boson lattice models. Using generating functionals, we express expectation values involving boson operators,…

Strongly Correlated Electrons · Physics 2017-01-04 Manuel Weber , Fakher F. Assaad , Martin Hohenadler

Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…

Numerical Analysis · Mathematics 2013-12-12 Dmitry Shcherbakov , Matthias Ehrhardt , Michael Günther , Michael Peardon

We introduce the Hamiltonian Monte Carlo Particle Swarm Optimizer (HMC-PSO), an optimization algorithm that reaps the benefits of both Exponentially Averaged Momentum PSO and HMC sampling. The coupling of the position and velocity of each…

Machine Learning · Computer Science 2022-06-29 Omatharv Bharat Vaidya , Rithvik Terence DSouza , Snehanshu Saha , Soma Dhavala , Swagatam Das

We present a new method to couple the Direct Simulation Monte Carlo (DSMC) algorithm with molecular dynamics (MD). The coupling approach generalizes prior coupling methods using a cell-based decision. The approach is supported by a lifting…

Computational Physics · Physics 2025-06-03 Tim Linke , Dane Sterbentz , Niels Grønbech-Jensen , Jean-Pierre Delplanque , Jonathan Belof

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

Perturbative expansions of several small Wilson loops are computed through next-to-next-to-leading order in unquenched lattice QCD, from Monte Carlo simulations at weak couplings. This approach provides a much simpler alternative to…

High Energy Physics - Lattice · Physics 2009-11-11 Kit Yan Wong , Howard D. Trottier , R. M. Woloshyn

The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…

Computation · Statistics 2018-12-20 Remi Daviet

UKQCD's dynamical fermion project uses the Generalised Hybrid Monte-Carlo (GHMC) algorithm to generate QCD gauge configurations for a non-perturbatively O(a) improved Wilson action with two degenerate sea-quark flavours. We describe our…

High Energy Physics - Lattice · Physics 2009-10-30 Z. Sroczynski , S. M. Pickles , S. P. Booth

We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke