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The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…

High Energy Physics - Lattice · Physics 2018-01-17 Xiang-Qian Luo , Xiao-Ni Cheng , Helmut Kroger

We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…

Computation · Statistics 2012-07-17 Babak Shahbaba , Shiwei Lan , Wesley O. Johnson , Radford M. Neal

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 discuss the application of the method of the gaugeless Hamiltonian reduction to general relativity. This method is based on explicit resolving the global part of the energy constraint and on identification of one of the metric components…

High Energy Physics - Theory · Physics 2007-05-23 M. Pawlowski , V. N. Pervushin , V. I. Smirichinski

Following systematically the generalized Hamiltonian approach of Batalin, Fradkin and Tyutin (BFT), we embed the second-class non-abelian SU(2) Higgs model in the unitary gauge into a gauge invariant theory. The strongly involutive…

High Energy Physics - Theory · Physics 2008-11-26 Yong-Wan Kim , Young-Jai Park , K. D. Rothe

Hamiltonian Monte Carlo (HMC) is a widely deployed method to sample from high-dimensional distributions in Statistics and Machine learning. HMC is known to run very efficiently in practice and its popular second-order "leapfrog"…

Data Structures and Algorithms · Computer Science 2018-08-13 Oren Mangoubi , Nisheeth K. Vishnoi

We investigate a recently proposed UV-complete composite Higgs scenario in the light of the first LHC runs. The model is based on a $SU(4)$ gauge group with global flavour symmetry breaking $SU(5) \to SO(5)$, giving rise to pseudo…

High Energy Physics - Phenomenology · Physics 2017-09-20 Luigi Del Debbio , Christoph Englert , Roman Zwicky

We propose a variant of Hamiltonian Monte Carlo (HMC), called the Repelling-Attracting Hamiltonian Monte Carlo (RAHMC), for sampling from multimodal distributions. The key idea that underpins RAHMC is a departure from the conservative…

Statistics Theory · Mathematics 2024-03-08 Siddharth Vishwanath , Hyungsuk Tak

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

A new class of renormalizable gauges is introduced that is particularly well suited to compute effective potentials in spontaneously broken gauge theories. It allows one to keep free gauge parameters when computing the effective potential…

High Energy Physics - Phenomenology · Physics 2009-10-22 Boris Kastening

This article introduces the Modified Parameterized Leapfrog Hamiltonian Monte Carlo (MPL-HMC) method, a novel extension of HMC addressing key limitations through tunable integration parameters $\alpha(\delta t)$ and $\beta(\delta t)$,…

Computation · Statistics 2026-02-17 Sourabh Bhattacharya

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

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…

High Energy Physics - Lattice · Physics 2010-03-04 A. Ardekani , A. G. Williams

We study abelian gauge-Higgs models on the lattice and consider gauge groups Z(3) and U(1). For both cases the partition sums are mapped exactly to a dual representation where the degrees of freedom are surfaces for the gauge fields and…

High Energy Physics - Lattice · Physics 2012-11-08 Alexander Schmidt , Ydalia Delgado Mercado , Christof Gattringer

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

Computation · Statistics 2019-11-19 Arya A. Pourzanjani , Linda R. Petzold

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

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 study the performance of an automated hybrid Monte Carlo (HMC) approach for conditional simulation of a recently proposed, single-parameter Gibbs Markov random field (Gibbs MRF). The MRF is based on a modified version of the planar…

Computational Physics · Physics 2020-07-08 Milan Žukovič , Dionissios T. Hristopulos

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin