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We present a method for performing Hamiltonian Monte Carlo that largely eliminates sample rejection for typical hyperparameters. In situations that would normally lead to rejection, instead a longer trajectory is computed until a new state…

Computation · Statistics 2016-03-29 Jascha Sohl-Dickstein , Mayur Mudigonda , Michael R. DeWeese

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

Statistical Mechanics · Physics 2015-06-25 Robert H. Swendsen , Jian-Sheng Wang , Shing-Te Li , Brian Diggs , Christopher Genovese , Joseph B. Kadane

Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…

Probability · Mathematics 2019-02-28 Djalil Chafaï , Grégoire Ferré

The dipolar universality class describes the phase transition in 3D ferromagnets with strong dipolar interactions, as first discussed by Aharony and Fisher in the 1970s. While this universality class has been studied theoretically using…

High Energy Physics - Theory · Physics 2026-05-13 Akira Matsumoto , Yu Nakayama , Toshiki Onagi , Slava Rychkov

A one-dimensional model of electrons locally coupled to spin-1/2 degrees of freedom is studied by numerical techniques. The model is one in the class of $dynamic$ $Hubbard$ $models$ that describe the relaxation of an atomic orbital upon…

Strongly Correlated Electrons · Physics 2009-11-07 J. E. Hirsch

We formulate a path-integral Monte Carlo algorithm for simulating lattice systems consisting of fictitious particles governed by a generalized exchange statistics. This method, initially proposed for continuum systems, introduces a…

Strongly Correlated Electrons · Physics 2025-08-19 Zhijie Fan , Tianning Xiao , Youjin Deng

A novel family of dynamical Monte Carlo algorithms for lattice polymers is proposed. Our central idea is to simulate an extended ensemble in which the self-avoiding condition is systematically weakened. The degree of the self-overlap is…

Condensed Matter · Physics 2009-10-31 Yukito Iba , George Chikenji , Macoto Kikuchi

We present a universal parameter-free quantum Monte Carlo (QMC) algorithm designed to simulate arbitrary spin-$1/2$ Hamiltonians. To ensure the convergence of the Markov chain to equilibrium for every conceivable case, we devise a clear and…

Computational Physics · Physics 2024-03-15 Lev Barash , Arman Babakhani , Itay Hen

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

I show how to avoid a two level nested conjugate gradient procedure in the context of Hybrid Monte Carlo with the overlap fermionic action. The resulting procedure is quite similar to Hybrid Monte Carlo with domain wall fermions, but is…

High Energy Physics - Lattice · Physics 2016-08-25 Herbert Neuberger

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 report large scale determinant Quantum Monte Carlo calculations of the effective bandwidth, momentum distribution, and magnetic correlations of the square lattice fermion Hubbard Hamiltonian at half-filling. The sharp Fermi surface of…

Strongly Correlated Electrons · Physics 2010-04-07 C. N. Varney , C. -R. Lee , Z. J. Bai , S. Chiesa , M. Jarrell , R. T. Scalettar

We present first, exploratory results of a hybrid Monte-Carlo algorithm for dynamical, n_f=2, four-dimensional QCD with overlap fermions. As expected, the computational requirements are typically two orders of magnitude larger for the…

High Energy Physics - Lattice · Physics 2010-02-03 Z. Fodor , S. D. Katz , K. K. Szabo

The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

Phase transitions in a classical Heisenberg spin model of a chiral helimagnet with the Dzyaloshinskii--Moriya (DM) interaction in three dimensions are numerically studied. By using the event-chain Monte Carlo algorithm recently developed…

Statistical Mechanics · Physics 2016-08-29 Yoshihiko Nishikawa , Koji Hukushima

We study a generalized clock model on the simple cubic lattice. The parameter of the model can be tuned such that the amplitude of the leading correction to scaling vanishes. In the main part of the study we simulate the model with $Z_8$…

Statistical Mechanics · Physics 2020-01-09 Martin Hasenbusch

The extended Hubbard model on a two-dimensional lattice captures key physical phenomena, but is challenging to simulate due to the presence of long-range interactions. In this work, we present an efficient quantum algorithm for simulating…

We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…

Statistical Mechanics · Physics 2011-12-30 Jian-Sheng Wang , Robert H. Swendsen
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