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Related papers: Topological sampling through windings

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Standard sampling algorithms for lattice QCD suffer from topology freezing (or critical slowing down) when approaching the continuum limit, thus leading to poor sampling of the distinct topological sectors. I will present a modified…

High Energy Physics - Lattice · Physics 2021-11-11 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

We address a long standing issue and determine the decorrelation efficiency of the Hybrid Monte Carlo algorithm (HMC), for full QCD with Wilson fermions, with respect to vacuum topology. On the basis of five state-of-the art QCD vacuum…

High Energy Physics - Lattice · Physics 2008-11-26 B. Alles , G. Bali , M. D'Elia , A. Di Giacomo , N. Eicker , S. Guesken , H. Hoeber , Th. Lippert , K. Schilling , A. Spitz , T. Struckmann , P. Ueberholz , J. Viehoff

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

High Energy Physics - Lattice · Physics 2018-04-18 Guido Cossu , Peter Boyle , Norman Christ , Chulwoo Jung , Andreas Jüttner , Francesco Sanfilippo

Sampling topological quantities in the Monte Carlo simulation of Lattice Gauge Theory becomes challenging as we approach the continuum limit of the theory. In this work, we introduce a Conditional Normalizing Flow (C-NF) model to sample…

High Energy Physics - Lattice · Physics 2023-11-01 Ankur Singha , Dipankar Chakrabarti , Vipul Arora

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

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 discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [arXiv:2012.08468], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method.…

High Energy Physics - Lattice · Physics 2021-07-16 Masafumi Fukuma , Nobuyuki Matsumoto , Yusuke Namekawa

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

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

Critical slowing down, where autocorrelation grows rapidly near the continuum limit due to Hybrid Monte Carlo (HMC) moving through configuration space inefficiently, still challenges lattice gauge theory simulations. Combining neural field…

High Energy Physics - Lattice · Physics 2025-11-05 Jinchen He , Xiao-Yong Jin , James C. Osborn , Yong Zhao

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

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 $-\log\Pi$.…

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

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 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
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