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We discuss the analytic computation of autocorrelation functions for the generalized Hybrid Monte Carlo algorithm applied to free field theory and compare the results with numerical results for the $O(4)$ spin model in two dimensions. We…

High Energy Physics - Lattice · Physics 2009-10-28 A D Kennedy , Robert Edwards , Hidetoshi Mino , Brian Pendleton

To accelerate the HMC with field transformation, we consider a variant of the trivializing map, the decimation map, which can be regarded as a coarse-graining transformation. Using the 2D $U(1)$ pure gauge model, combined with the guided…

High Energy Physics - Lattice · Physics 2023-12-11 Nobuyuki Matsumoto , Richard C. Brower , Taku Izubuchi

Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo (HMC) algorithm use Gaussian auxiliary momentum variables, which are crucially symmetrically distributed. We present a novel convergence analysis for HMC utilizing new…

Machine Learning · Statistics 2026-05-12 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

We propose a modification of the Hybrid Monte-Carlo method to sample equilibrium distributions of continuous field models. The method allows an efficient implementation of Fourier acceleration and is shown to reduce completely critical…

High Energy Physics - Lattice · Physics 2007-05-23 Raul Toral , A. L. Ferreira

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…

Computation · Statistics 2025-12-23 Ravi Prasad

As a prerequisite to dynamical fermion simulations a detailed study of optimal parameters and scaling behavior is conducted for the quenched Schr\"odinger functional at fixed renormalized coupling. We compare standard hybrid overrelaxation…

High Energy Physics - Lattice · Physics 2015-06-25 Bernd Gehrmann , Ulli Wolff

The pseudofermion action of the Hybrid Monte Carlo (HMC) algorithm for dynamical fermions is modified to directly incorporate Incomplete LU (ILU) factorisation. This reduces the stochastic noise and allows a larger molecular dynamics…

High Energy Physics - Lattice · Physics 2007-05-23 Mike Peardon

Scalar field theories with quartic interactions are of central interest in the study of second-order phase transitions. For three-dimensional theories, numerous studies make use of the fixed-dimensional perturbative computation of [B.…

High Energy Physics - Theory · Physics 2024-05-14 Giacomo Sberveglieri , Gabriele Spada

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

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

We develop an extended framework for the hybrid Monte Carlo (HMC) algorithm in lattice gauge theory by embedding the $SU(N)$ group into the space of general complex matrices,$M_N(\mathbb{C})$. Auxiliary directions will be completely…

High Energy Physics - Lattice · Physics 2025-08-18 Norman H. Christ , Lu-Chang Jin , Christoph Lehner , Erik Lundstrum , Nobuyuki Matsumoto

We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine…

High Energy Physics - Lattice · Physics 2009-10-22 M. Grabenstein , K. Pinn

In lattice field theory, renormalizable simulation algorithms are attractive, because their scaling behaviour as a function of the lattice spacing is predictable. Algorithms implementing the Langevin equation, for example, are known to be…

High Energy Physics - Lattice · Physics 2011-05-02 Martin Lüscher , Stefan Schaefer

We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to…

High Energy Physics - Lattice · Physics 2021-05-10 Sam Foreman , Xiao-Yong Jin , James C. Osborn

We present a technique that enables the evaluation of perturbative expansions based on one-loop-renormalized vertices up to large expansion orders. Specifically, we show how to compute large-order corrections to the random phase…

Strongly Correlated Electrons · Physics 2020-11-19 Fedor Šimkovic , Riccardo Rossi , Michel Ferrero

We give a detailed description of the so-called Polynomial Hybrid Monte Carlo (PHMC) algorithm. The effects of the correction factor, which is introduced to render the algorithm exact, are discussed, stressing their relevance for the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen

By decomposing the important sampled imaginary time Schr\"odinger evolution operator to fourth order with positive coefficients, we derived a number of distinct fourth order Diffusion Monte Carlo algorithms. These sophisticated algorithms…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

Predictions for (phi^4)_4 theory from renormalization-group-improved perturbation theory, as formulated by Luescher and Weisz, are compared to published (and some unpublished) data from lattice Monte-Carlo simulations of the 4-dimensional…

High Energy Physics - Lattice · Physics 2016-07-01 P. M. Stevenson

Hierarchical Bayesian models based on Gaussian processes are considered useful for describing complex nonlinear statistical dependencies among variables in real-world data. However, effective Monte Carlo algorithms for inference with these…

Machine Learning · Statistics 2025-11-11 Takashi Hayakawa , Satoshi Asai