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Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…

High Energy Physics - Lattice · Physics 2023-06-19 Paul Lashomb , Ronald B. Morgan , Travis Whyte , Walter Wilcox

We propose a Monte Carlo method, which is a hybrid method of the quantum Monte Carlo method and variational Monte Carlo theory, to study the Hubbard model. The theory is based on the off-diagonal and the Gutzwiller type correlation factors…

Strongly Correlated Electrons · Physics 2015-06-24 Takashi Yanagisawa , Soh Koike , Kunihiko Yamaji

This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…

High Energy Physics - Lattice · Physics 2024-02-20 Jacob Finkenrath

Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics.…

Machine Learning · Statistics 2017-08-22 Nilesh Tripuraneni , Mark Rowland , Zoubin Ghahramani , Richard Turner

We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…

Machine Learning · Statistics 2020-10-20 Difan Zou , Pan Xu , Quanquan Gu

Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…

Computation · Statistics 2020-03-10 Akihiko Nishimura , David Dunson

In this article we present our implementation of a Hybrid Monte Carlo algorithm for Lattice Gauge Theory using two degenerate flavours of Wilson-Dirac fermions on a Fermi GPU. We find that using registers instead of global memory speeds up…

High Energy Physics - Lattice · Physics 2012-07-11 Abhijit Chakrabarty , Pushan Majumdar

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

Machine Learning · Computer Science 2019-01-07 Duo Xu

We present a deep neural network (DNN) accelerated Hamiltonian Monte Carlo (HMC) algorithm called DeepHMC for the inference of binary neutron star systems. The HMC is a non-random walk sampler that uses background gradient information to…

General Relativity and Quantum Cosmology · Physics 2025-05-06 Jules Perret , Marc Aréne , Edward K. Porter

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

Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC…

Computation · Statistics 2022-12-26 George M. Leigh , Amanda R. Northrop

We propose a general framework to extract microscopic interactions from raw configurations with deep neural networks. The approach replaces the modeling Hamiltonian by the neural networks, in which the interaction is encoded. It can be…

Computational Physics · Physics 2020-08-19 Lingxiao Wang , Yin Jiang , Kai Zhou

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

Populations and Evolution · Quantitative Biology 2017-06-26 Vu Dinh , Arman Bilge , Cheng Zhang , Frederick A. Matsen

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

The development of Monte Carlo algorithms for generating gauge field configurations with dynamical fermions and methods for extracting the most information from ensembles are summarised.

High Energy Physics - Lattice · Physics 2009-11-07 Mike Peardon

We propose gauge-covariant neural networks along with a specialized training algorithm for lattice QCD, designed to handle realistic quarks and gluons in four-dimensional space-time. We show that the smearing procedure can be interpreted as…

High Energy Physics - Lattice · Physics 2025-04-23 Yuki Nagai , Akio Tomiya

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

We solve a variety of sign problems for models in lattice field theory using the Hamiltonian formulation, including Yukawa models and simple lattice gauge theories. The solutions emerge naturally in continuous time and use the dual…

High Energy Physics - Lattice · Physics 2017-04-03 Emilie Huffman
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