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To accelerate the HMC with field transformation, we consider a variant of the trivializing map, the decimation map, which can be regarded as a coarse-graining transformation. Using the 2D $U(1)$ pure gauge model, combined with the guided…

High Energy Physics - Lattice · Physics 2023-12-11 Nobuyuki Matsumoto , Richard C. Brower , Taku Izubuchi

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

Parallel tempering simulates at many quark masses simultaneously, by changing the mass during the simulation while remaining in equilibrium. The algorithm is faster than pure HMC if more than one mass is needed, and works better the smaller…

High Energy Physics - Lattice · Physics 2009-10-30 G. Boyd

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Strongly Correlated Electrons · Physics 2019-07-31 Shaozhi Li , Philip M. Dee , Ehsan Khatami , Steven Johnston

We compare the performance of the Kramers Equation Monte Carlo (KMC) Algorithm with that of the Hybrid Monte Carlo (HMC) algorithm for numerical simulations with dynamical Kogut-Susskind fermions. Using the lattice Gross-Neveu model in 2…

High Energy Physics - Lattice · Physics 2009-10-31 S. Basak , Asit K. De

Fermionic atoms in optical lattices provide a native implementation of Fermi-Hubbard (FH) models that can be used as analog quantum simulators of many-body fermionic systems. Recent experimental advances include the time-dependent local…

To evaluate the effectiveness of machine learning in systems with competing interactions, we developed a self-learning quantum Monte Carlo (SLQMC) method to simulate the phase transition in the classical Holstein-spin-fermion model. In…

Strongly Correlated Electrons · Physics 2025-09-09 Shaozhi Li

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

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

High Energy Physics - Lattice · Physics 2018-04-18 Guido Cossu , Peter Boyle , Norman Christ , Chulwoo Jung , Andreas Jüttner , Francesco Sanfilippo

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , George Stephanopoulos , Gregory C. Rutledge

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

Machine Learning · Statistics 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

We compare the performance of an UV-filtered Multiboson algorithm, including a global quasi-heatbath update, to the standard Hybrid Monte Carlo algorithm in full QCD with two flavours of Wilson fermions.

High Energy Physics - Lattice · Physics 2015-06-25 C. Alexandrou , Ph. de Forcrand , M. D'Elia , H. Panagopoulos

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

We design and implement HPMC, a scalable hard particle Monte Carlo simulation toolkit, and release it open source as part of HOOMD-blue. HPMC runs in parallel on many CPUs and many GPUs using domain decomposition. We employ BVH trees…

Soft Condensed Matter · Physics 2016-06-22 Joshua A. Anderson , M. Eric Irrgang , Sharon C. Glotzer

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

The preconditioned Crank-Nicolson (pCN) method is a Markov Chain Monte Carlo (MCMC) scheme, specifically designed to perform Bayesian inferences in function spaces. Unlike many standard MCMC algorithms, the pCN method can preserve the…

Computation · Statistics 2016-07-07 Qingping Zhou , Zixi Hu , Zhewei Yao , Jinglai Li

The mass-preconditioning (MP) technique has become a standard tool to enhance the efficiency of the hybrid Monte-Carlo simulation (HMC) of lattice QCD with dynamical quarks, for 2-flavors QCD with degenerate quark masses, as well as its…

High Energy Physics - Lattice · Physics 2017-10-30 Yu-Chih Chen , Ting-Wai Chiu

Although Hamiltonian Monte Carlo (HMC) scales as O(d^(1/4)) in dimension, there is a large constant factor determined by the curvature of the target density. This constant factor can be reduced in most cases through preconditioning, the…

Computation · Statistics 2026-03-20 Adrian Seyboldt , Eliot L. Carlson , Bob Carpenter

A robust multilevel preconditioner based on the hybridizable discontinuous Galerkin method for the Helmholtz equation with high wave number is presented in this paper. There are two keys in our algorithm, one is how to choose a suitable…

Numerical Analysis · Mathematics 2014-03-05 Huangxin Chen , Peipei Lu , Xuejun Xu
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