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We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

We study analytically the computational cost of the Generalised Hybrid Monte Carlo (GHMC) algorithm for free field theory. We calculate the Metropolis acceptance probability for leapfrog and higher-order discretisations of the Molecular…

High Energy Physics - Lattice · Physics 2009-10-31 A. D. Kennedy , Brian Pendleton

The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…

Strongly Correlated Electrons · Physics 2009-10-31 J. L. Alonso , L. A. Fernandez , F. Guinea , V. Laliena , V. Martin-Mayor

We suggest and implement a new Monte Carlo strategy for correlated models involving fermions strongly coupled to classical degrees of freedom, with accurate handling of quenched disorder as well. Current methods iteratively diagonalise the…

Strongly Correlated Electrons · Physics 2007-05-23 Sanjeev Kumar , Pinaki Majumdar

We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CP^{N-1} model, we find a small improvement with the leading order transformation, which is however…

High Energy Physics - Lattice · Physics 2015-03-18 Georg P. Engel , Stefan Schaefer

We present different methods to increase the performance of Hybrid Monte Carlo simulations of the Hubbard model in two-dimensions. Our simulations concentrate on a hexagonal lattice, though can be easily generalized to other lattices. It is…

Strongly Correlated Electrons · Physics 2019-01-16 Stefan Krieg , Thomas Luu , Johann Ostmeyer , Philippos Papaphilippou , Carsten Urbach

Close to the chiral limit, many calculations in numerical lattice QCD can potentially be accelerated using low-mode deflation techniques. In this paper it is shown that the recently introduced domain-decomposed deflation subspaces can be…

High Energy Physics - Lattice · Physics 2008-11-26 Martin Lüscher

We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…

Strongly Correlated Electrons · Physics 2016-07-07 Sergei Iskakov , Andrey E. Antipov , Emanuel Gull

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…

Probability · Mathematics 2025-08-21 Christopher Atherfold , Joseph Najnudel

We show that general cutoff scalar field theories in four dimensions are perturbatively renormalizable through the use of diagrammatic techniques and an adapted BPH renormalization method. Weinberg's convergence theorem is used to show that…

High Energy Physics - Theory · Physics 2009-10-28 Gordon Chalmers

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

Causal perturbative renormalization within the recursive Epstein-Glaser scheme involves extending, at each order, time-ordered operator-valued distributions to coinciding points. This is achieved by a generalized Taylor subtraction on test…

High Energy Physics - Theory · Physics 2007-05-23 J. M. Gracia-Bondia , S. Lazzarini

The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…

Computation · Statistics 2021-02-05 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

We develop a numerically exact method for the summation of irreducible Feynman diagrams for fermionic self-energy in the thermodynamic limit. The technique, based on the Diagrammatic Determinant Monte Carlo and its recent extension to…

Strongly Correlated Electrons · Physics 2019-09-11 Fedor Simkovic IV. , Evgeny Kozik

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…

We consider the large order behavior of the perturbative expansion of the scalar $\varphi^4$ field theory in terms of a perturbative expansion around an instanton solution. We have computed the series of the free energy up to two-loop order…

Statistical Mechanics · Physics 2018-05-17 Enrico M. Malatesta , Giorgio Parisi , Tommaso Rizzo

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high…

Machine Learning · Statistics 2025-09-11 Ponkrshnan Thiagarajan , Tamer A. Zaki , Michael D. Shields

For an even integer t \geq 2, the Matchings Connecivity matrix H_t is a matrix that has rows and columns both labeled by all perfect matchings of the complete graph K_t on t vertices; an entry H_t[M_1,M_2] is 1 if M_1\cup M_2 is a…

Data Structures and Algorithms · Computer Science 2012-11-08 Marek Cygan , Stefan Kratsch , Jesper Nederlof

We present two improvements to our previous dynamical overlap HMC algorithm. We introduce a new method of differentiating the eigenvectors of the Kernel operator, which removes an instability in the fermionic force. Secondly, by simulating…

High Energy Physics - Lattice · Physics 2009-04-14 N. Cundy , S. Krieg , T. Lippert , A Schaefer