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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

The Field-Transformation Hybrid Monte-Carlo (FTHMC) algorithm potentially mitigates the issue of critical slowing down by combining the HMC with a field transformation, originally proposed by L\"{u}scher and motivated as trivializing the…

High Energy Physics - Lattice · Physics 2025-02-11 Shuhei Yamamoto , Peter Boyle , Taku Izubuchi , Luchang Jin , Christoph Lehner , Nobuyuki Matsumoto

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

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

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

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari

Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…

Machine Learning · Computer Science 2023-02-16 Jun-Kun Wang , Andre Wibisono

Strongly correlated fermionic systems are of great interest in condensed matter physics and numerical methods are indispensable tools for their study. However, existing approaches such as exact diagonalization (ED) and stochastic quantum…

Strongly Correlated Electrons · Physics 2026-03-19 Finn L. Temmen , Martina Gisti , David J. Luitz , Thomas Luu , Johann Ostmeyer

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…

Computation · Statistics 2014-02-18 Andrew L. Beam , Sujit K. Ghosh , Jon Doyle

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Computation · Statistics 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

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

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

The analysis developed by L\"uscher and Schaefer of the Hybrid Monte Carlo (HMC) algorithm is extended to include Fourier acceleration. We show for the $\phi^4$ theory that Fourier acceleration substantially changes the structure of the…

High Energy Physics - Lattice · Physics 2018-12-14 Norman H. Christ , Evan W. Wickenden

We investigate the construction of improved actions by the Monte Carlo Renormalization Group method in the context of SU(2) gauge theory utilizing different decimation procedures and effective actions. We demonstrate that the basic…

High Energy Physics - Lattice · Physics 2008-11-26 E. T. Tomboulis , A. Velytsky

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method…

Data Structures and Algorithms · Computer Science 2023-04-05 Weiming Feng , Heng Guo , Chunyang Wang , Jiaheng Wang , Yitong Yin

Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

A randomized time integrator is suggested for unadjusted Hamiltonian Monte Carlo (uHMC) which involves a very minor modification to the usual Verlet time integrator, and hence, is easy to implement. For target distributions of the form…

Probability · Mathematics 2025-03-03 Nawaf Bou-Rabee , Milo Marsden

Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…

Quantum Physics · Physics 2023-04-28 Shuvro Chowdhury , Kerem Y. Camsari , Supriyo Datta

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
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