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Related papers: Accelerating the Hybrid Monte Carlo algorithm

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We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…

Machine Learning · Statistics 2020-10-20 Difan Zou , Pan Xu , Quanquan Gu

We suggest and implement a new Monte Carlo strategy for correlated models involving fermions strongly coupled to classical degrees of freedom, with accurate handling of quenched disorder as well. Current methods iteratively diagonalise the…

Strongly Correlated Electrons · Physics 2007-05-23 Sanjeev Kumar , Pinaki Majumdar

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…

Numerical Analysis · Mathematics 2013-12-12 Dmitry Shcherbakov , Matthias Ehrhardt , Michael Günther , Michael Peardon

We present a polynomial hybrid Monte Carlo (PHMC) algorithm for lattice QCD with odd numbers of flavors of O(a)-improved Wilson quark action. The algorithm makes use of the non-Hermitian Chebyshev polynomial to approximate the inverse…

Diffusion Monte Carlo (DMC) simulations for fermions are becoming the standard to provide high quality reference data in systems that are too large to be investigated via quantum chemical approaches. DMC with the fixed-node approximation…

Chemical Physics · Physics 2016-07-06 Andrea Zen , Sandro Sorella , Michael J. Gillan , Angelos Michaelides , Dario Alfè

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

The development of Monte Carlo algorithms for generating gauge field configurations with dynamical fermions and methods for extracting the most information from ensembles are summarised.

High Energy Physics - Lattice · Physics 2009-11-07 Mike Peardon

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…

Computation · Statistics 2021-12-10 Guangyao Zhou

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

Computation · Statistics 2022-01-24 Guangyao Zhou

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…

Quantum Physics · Physics 2022-01-06 Yongdan Yang , Bing-Nan Lu , Ying Li

The dynamics of a polydisperse model glassformer are investigated by augmenting molecular dynamics (MD) simulation with swap Monte Carlo (SMC). Three variants of the SMC algorithm are analyzed with regard to convergence and performance. We…

Soft Condensed Matter · Physics 2023-05-09 Niklas Küchler , Jürgen Horbach

A two level sampling method is applied to variational Monte Carlo (VMC) that samples the one and two body parts of the wave function separately. The method is demonstrated on a single Li_2 molecule in free space and 32 H_2 molecules in a…

Computational Physics · Physics 2016-09-08 Mark Dewing

We introduce a Markov Chain Monte Carlo (MCMC) algorithm that dramatically accelerates the simulation of quantum many-body systems, a grand challenge in computational science. State-of-the-art methods for these problems are severely limited…

Strongly Correlated Electrons · Physics 2025-10-17 Deqian Kong , Shi Feng , Jianwen Xie , Ying Nian Wu

We present simulation results for the 2-flavour Schwinger model with dynamical Ginsparg-Wilson fermions. Our Dirac operator is constructed by inserting an approximately chiral hypercube operator into the overlap formula, which yields the…

High Energy Physics - Lattice · Physics 2008-11-26 Jan Volkholz , Wolfgang Bietenholz , Stanislav Shcheredin

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

Ab-initio Monte Carlo simulations of strongly-interacting fermionic systems are plagued by the fermion sign problem, making the non-perturbative study of many interesting regimes of dense quantum matter, or of theories of odd numbers of…

High Energy Physics - Lattice · Physics 2024-03-05 Debasish Banerjee , Emilie Huffman
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