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Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Computation · Statistics 2026-02-09 Julien Stoehr , Alan Benson , Nial Friel

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

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

We unify slice sampling and Hamiltonian Monte Carlo (HMC) sampling, demonstrating their connection via the Hamiltonian-Jacobi equation from Hamiltonian mechanics. This insight enables extension of HMC and slice sampling to a broader family…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Xiangyu Wang , Changyou Chen , Ricardo Henao , Kai Fan , Lawrence Carin

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

Monte-Carlo sampling of lattice model Hamiltonians is a well-established technique in statistical mechanics for studying the configurational entropy of crystalline materials. When species to be distributed on the lattice model carry charge,…

Materials Science · Physics 2022-10-05 Fengyu Xie , Peichen Zhong , Luis Barroso-Luque , Bin Ouyang , Gerbrand Ceder

Sampling from the lattice Gaussian distribution is emerging as an important problem in coding and cryptography. In this paper, the classic Metropolis-Hastings (MH) algorithm from Markov chain Monte Carlo (MCMC) methods is adapted for…

Information Theory · Computer Science 2020-10-23 Zheng Wang , Cong Ling

Sampling from lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, the classic Gibbs algorithm from Markov chain Monte Carlo (MCMC) methods is demonstrated to be…

Information Theory · Computer Science 2018-12-03 Zheng Wang

State-of-the-art algorithms in lattice gauge theory typically rely heavily on detailed balance, which is an instrumental tool to prove the correct convergence of the Markov Chain Monte Carlo Algorithm. In this work, we investigate an…

High Energy Physics - Lattice · Physics 2024-02-05 Marina Krstic Marinkovic , Joao C. Pinto Barros

The topological charge is studied on lattices of large physical volume and fine lattice spacing. We illustrate how a parity transformation on the SU(3) link-variables of lattice gauge configurations reverses the sign of the topological…

High Energy Physics - Lattice · Physics 2010-03-04 Derek B. Leinweber , Anthony G. Williams , Jian-bo Zhang , Frank X. Lee

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

The recent introduction of Machine Learning techniques, especially Normalizing Flows, for the sampling of lattice gauge theories has shed some hope on improving the sampling efficiency of the traditional Hybrid Monte Carlo (HMC) algorithm.…

High Energy Physics - Lattice · Physics 2023-09-21 David Albandea , Luigi Del Debbio , Pilar Hernández , Richard Kenway , Joe Marsh Rossney , Alberto Ramos

We discuss recent algorithmic improvements in simulating finite temperature QCD on a lattice. In particular, the Rational Hybrid Monte Carlo(RHMC) algorithm is employed to generate lattice configurations for 2+1 flavor QCD. Unlike the…

High Energy Physics - Lattice · Physics 2008-11-26 M. Cheng , M. A. Clark , C. Jung , R. D. Mawhinney

We explore gauge actions for lattice QCD, which are constructed such that the occurrence of small plaquette values is strongly suppressed. By choosing strong bare gauge couplings we arrive at values for the physical lattice spacings of…

High Energy Physics - Lattice · Physics 2009-11-11 W. Bietenholz , K. Jansen , K. -I. Nagai , S. Necco , L. Scorzato , S. Shcheredin

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

The status of topology on the lattice is reviewed. Recent results show that the topological susceptibility chi can be unambigously determined. Different methods, if properly implemented, give results consistent with each other. For SU(3)…

High Energy Physics - Lattice · Physics 2007-05-23 A. Di Giacomo

Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…

Machine Learning · Statistics 2020-10-16 James A. Brofos , Roy R. Lederman

Critical slowing down and topological freezing severely hinder Monte Carlo sampling of lattice field theories as the continuum limit is approached. Recently, significant progress has been made in applying a class of generative machine…

High Energy Physics - Lattice · Physics 2024-01-25 Gurtej Kanwar

We study the topological charge and the topological susceptibility in lattice QCD with two degenerate flavors of naive Wilson fermions at two values of lattice spacings and different volumes, for a range of quark masses. Configurations are…

High Energy Physics - Lattice · Physics 2011-11-09 Abhishek Chowdhury , Asit K. De , Sangita De Sarkar , A. Harindranath , Santanu Mondal , Anwesa Sarkar , Jyotirmoy Maiti