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A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…

Machine Learning · Statistics 2014-06-16 Dino Sejdinovic , Heiko Strathmann , Maria Lomeli Garcia , Christophe Andrieu , Arthur Gretton

Pseudo-marginal Metropolis-Hastings (pmMH) is a versatile algorithm for sampling from target distributions which are not easy to evaluate point-wise. However, pmMH requires good proposal distributions to sample efficiently from the target,…

Computation · Statistics 2018-07-30 Johan Dahlin , Adrian Wills , Brett Ninness

We discuss the lattice formulation of gauge theories with fermions in arbitrary representations of the color group, and present in detail the implementation of the HMC/RHMC algorithm for simulating dynamical fermions. We discuss the…

High Energy Physics - Lattice · Physics 2014-11-18 Luigi Del Debbio , Agostino Patella , Claudio Pica

Stochastic methods offer an effective way to suppress coherent errors in quantum simulation. In particular, the randomized compilation protocol may reduce circuit depth by randomly sampling Hamiltonian terms rather than following the…

Quantum Physics · Physics 2026-05-15 Yu-Xia Wu , Yun-Zhuo Fan , Dan-Bo Zhang

We study calibration procedures of the staggered quarks on anisotropic lattices in the quenched approximation and in $N_f = 2$ dynamical simulations. For the calibration conditions we adopt the hadronic radii $r_0$ and the meson masses in…

High Energy Physics - Lattice · Physics 2009-11-10 Kouji Nomura , Takashi Umeda , Hideo Matsufuru

The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution using Monte Carlo methods such as the Stochastic Simulation…

Quantitative Methods · Quantitative Biology 2015-06-18 Benjamin Hepp , Ankit Gupta , Mustafa Khammash

We apply a recent proposal to speed up the Hybrid-Monte-Carlo simulation of systems with dynamical fermions to two flavour QCD with clover-improvement. The basic idea of our proposal is to split the fermion matrix into two factors with a…

High Energy Physics - Lattice · Physics 2009-11-07 M. Hasenbusch , K. Jansen

It has become increasingly important to include one or more individual flavours of dynamical fermion in lattice QCD simulations. This is due in part to the advent of QCD+QED calculations, where isospin symmetry breaking means that the up,…

High Energy Physics - Lattice · Physics 2019-03-27 Taylor Haar , Waseem Kamleh , James Zanotti , Yoshifumi Nakamura

We study two common types of time-noncontinuous updates for one dimensional stochastic cellular automata with arbitrary nearest neighbor interactions and arbitrary open boundary conditions. We first construct the stationary states using the…

Statistical Mechanics · Physics 2015-06-25 N. Rajewsky , M. Schreckenberg

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

Statistics Theory · Mathematics 2022-08-04 Grégoire Clarté , Antoine Diez , Jean Feydy

In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in practice to unknown rates of convergence. In this paper we…

Statistics Theory · Mathematics 2007-06-13 Didier Chauveau , Pierre Vandekerkhove

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

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

Representing massless Dirac fermions on a spatial lattice poses a potential challenge known as the Fermion Doubling problem. Addition of a quadratic term to the Dirac Hamiltonian circumvents this problem. We show that the modified…

Mesoscale and Nanoscale Physics · Physics 2015-09-15 K. M. Masum Habib , Redwan N. Sajjad , Avik W. Ghosh

This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…

High Energy Physics - Lattice · Physics 2024-02-20 Jacob Finkenrath

Multiple-proposal MCMC algorithms have recently gained attention for their potential to improve performance, especially through parallel implementation on modern hardware. We introduce Stereographic Multiple-Try Metropolis (SMTM), a novel…

Computation · Statistics 2026-05-01 Zhihao Wang , Jun Yang

The chiral properties of lattice fermions can be improved by altering either their fermion-gauge coupling or the pure gauge part of the action (or both). Using both perturbation theory and nonperturbative simulation, we compare a simple…

High Energy Physics - Lattice · Physics 2016-09-01 Thomas DeGrand , Anna Hasenfratz , Tamas G. Kovacs

This paper explores potential improvements to the Spatial-Temporal Matching algorithm for aligning the GPS trajectories to road networks. While this algorithm is effective, it presents some limitations in computational efficiency and the…

Machine Learning · Computer Science 2026-03-12 Ali Yousefian , Arianna Burzacchi , Simone Vantini

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
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