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We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…

Computation · Statistics 2022-07-18 Fernando Casas , Jesús María Sanz-Serna , Luke Shaw

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

The standard hybrid Monte Carlo algorithm uses the second order integrator at the molecular dynamics step. This choice of the integrator is not always the best. Using the Wilson fermion action, we study the performance of the hybrid Monte…

High Energy Physics - Lattice · Physics 2009-11-07 Tetsuya Takaishi

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

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 Monte Carlo calculation of R\'enyi entanglement entropies $S^{}_n$ of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few…

Strongly Correlated Electrons · Physics 2015-10-28 Joaquín E. Drut , William J. Porter

We study a novel class of numerical integrators, the adapted nested force-gradient schemes, used within the molecular dynamics step of the Hybrid Monte Carlo (HMC) algorithm. We test these methods in the Schwinger model on the lattice, a…

We discuss the impact of various improvements on simulations of dynamical overlap fermions using the Hybrid Monte Carlo algorithm. We focus on the usage of fat links and multiple pseudo-fermion fields.

High Energy Physics - Lattice · Physics 2011-07-18 Thomas DeGrand , Stefan Schaefer

We discuss algorithms for domain wall fermions focussing on accelerating Hybrid Monte Carlo sampling of gauge configurations. Firstly a new multigrid algorithm for domain wall solvers and secondly a domain decomposed hybrid monte carlo…

High Energy Physics - Lattice · Physics 2022-04-01 Peter A Boyle , Dennis Bollweg , Christopher Kelly , Azusa Yamaguchi

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…

I describe a generalization of the hybrid Monte Carlo (HMC) algorithm in which the molecular dynamics (MD) steps utilize Nambu generalized Hamiltonian dynamics. Characterized by multiple Hamiltonian functions, this formalism allows me to…

High Energy Physics - Lattice · Physics 2025-02-26 Erik Lundstrum

As a prerequisite to dynamical fermion simulations a detailed study of optimal parameters and scaling behavior is conducted for the quenched Schr\"odinger functional at fixed renormalized coupling. We compare standard hybrid overrelaxation…

High Energy Physics - Lattice · Physics 2015-06-25 Bernd Gehrmann , Ulli Wolff

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 standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion…

High Energy Physics - Lattice · Physics 2017-08-23 Tetsuya Takaishi , Philippe de Forcrand

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

We develop a GPU-accelerated hybrid quantum Monte Carlo (QMC) algorithm to solve the fundamental yet difficult problem of $U(1)$ gauge field coupled to fermions, which gives rise to a $U(1)$ Dirac spin liquid state under the description of…

Strongly Correlated Electrons · Physics 2026-02-27 Kexin Feng , Chuang Chen , Zi Yang Meng

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

Computation · Statistics 2019-11-19 Arya A. Pourzanjani , Linda R. Petzold

The performance of the Hybrid Monte Carlo algorithm is determined by the speed of sparse matrix-vector multiplication within the context of preconditioned conjugate gradient iteration. We study these operations as implemented for the…

Statistical Mechanics · Physics 2016-08-14 Kyle A. Wendt , Joaquín E. Drut , Timo A. Lähde