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Brute-force simulations for dynamics on very large networks are quite expensive. While phenomenological treatments may capture some macroscopic properties, they often ignore important microscopic details. Fortunately, one may be only…

Physics and Society · Physics 2016-05-17 Chuansheng Shen , Hanshuang Chen , Zhonghuai Hou , Jürgen Kurths

We give some new performance results for the Hybrid Monte Carlo (HMC) simulation of dynamical clover-improved Wilson fermions using an improved pseudo-fermion action. The generalisation of even-odd preconditioning for the standard Wilson…

High Energy Physics - Lattice · Physics 2009-04-25 Martin Hasenbusch

In Hybrid Monte Carlo(HMC) simulations for full QCD, the gauge fields evolve smoothly as a function of Molecular Dynamics (MD) time. Thus we investigate improved methods of estimating the trial solutions to the Dirac propagator as…

High Energy Physics - Lattice · Physics 2009-10-28 R. C. Brower , A. R. Levi , K. Orginos

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…

Computation · Statistics 2017-09-06 Raphael Douady , Shohruh Miryusupov

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

Molecular dynamics algorithms are subject to some amount of error dependent on the size of the time step that is used. This error can be corrected by periodically updating the system with a Metropolis criteria, where the integration step is…

Computational Physics · Physics 2015-06-11 Jason A. Wagoner , Vijay S. Pande

Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is…

Probability · Mathematics 2020-07-30 Nawaf Bou-Rabee , Andreas Eberle , Raphael Zimmer

We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained…

Machine Learning · Statistics 2018-03-06 Daniel Levy , Matthew D. Hoffman , Jascha Sohl-Dickstein

The use of APE smearing or other blocking techniques in lattice fermion actions can provide many advantages. There are many variants of these fat link actions in lattice QCD currently, such as FLIC fermions. The FLIC fermion formalism makes…

High Energy Physics - Lattice · Physics 2010-03-04 Waseem Kamleh , Derek B. Leinweber , Anthony G. Williams

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

Computational Finance · Quantitative Finance 2010-12-30 Tetsuya Takaishi

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

Numerical Analysis · Computer Science 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

We consider how different choices of kinetic energy in Hamiltonian Monte Carlo affect algorithm performance. To this end, we introduce two quantities which can be easily evaluated, the composite gradient and the implicit noise. Results are…

Computation · Statistics 2018-11-19 Samuel Livingstone , Michael F. Faulkner , Gareth O. Roberts

We present an exact local bosonic algorithm for the simulation of dynamical fermions in lattice QCD. It is based on a non-hermitian polynomial approximation of the inverse of the quark matrix and a global Metropolis accept/reject correction…

High Energy Physics - Lattice · Physics 2007-05-23 Ph. de Forcrand , A. Galli

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

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

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 propose a method for multi-scale hybrid simulations of molecular dynamics (MD) and computational fluid dynamics (CFD). In the method, usual lattice-mesh based simulations are applied for CFD level, but each lattice is associated with a…

Soft Condensed Matter · Physics 2014-01-20 Shugo Yasuda , Ryoichi Yamamoto

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

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