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We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

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…

We give a detailed description of the so-called Polynomial Hybrid Monte Carlo (PHMC) algorithm. The effects of the correction factor, which is introduced to render the algorithm exact, are discussed, stressing their relevance for the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

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

This is the write-up of three lectures on algorithms for dynamical fermions that were given at the ILFTN workshop 'Perspectives in Lattice QCD' in Nara during November 2005. The first lecture is on the fundamentals of Markov Chain Monte…

High Energy Physics - Lattice · Physics 2012-02-24 A. D. Kennedy

We study aspects concerning numerical simulations of Lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks with degenerate masses. A Hybrid Monte Carlo algorithm is described and the formula for the fermionic force is derived for…

High Energy Physics - Lattice · Physics 2009-10-31 Chuan Liu

Despite its many advantages, the sensible application of the Hybrid Monte Carlo (HMC) method is often hindered by the presence of large - or even infinite - potential barriers. These potential barriers partition the configuration space into…

Strongly Correlated Electrons · Physics 2025-07-23 Finn Temmen , Evan Berkowitz , Anthony Kennedy , Thomas Luu , Johann Ostmeyer , Xinhao Yu

Polynomial approximations to the inverse of the fermion matrix are used to filter the dynamics of the upper energy scales in HMC simulations. The use of a multiple time-scale integration scheme allows the filtered pseudofermions to be…

High Energy Physics - Lattice · Physics 2015-05-28 Waseem Kamleh , Mike Peardon

We develop Hybrid Monte Carlo (HMC) algorithms for constrained Hamiltonian systems of gauge- Higgs models and introduce a new observable for the constraint effective Higgs potential. We use an extension of the so-called Rattle algorithm to…

High Energy Physics - Lattice · Physics 2020-05-15 Michael Günther , Roman Höllwieser , Francesco Knechtli

We propose improved estimators to compute the reweighting factors which are needed for lattice QCD calculations that rely on twisted-mass reweighting for the light quark contribution and the Rational Hybrid Monte Carlo (RHMC) algorithm for…

High Energy Physics - Lattice · Physics 2024-03-19 Simon Kuberski

We compare the performance of the PHMC algorithm with the one of the HMC algorithm in practical simulations of lattice QCD. We show that the PHMC algorithm can lead to an acceleration of numerical simulations. It is demonstrated that the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen

The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…

High Energy Physics - Lattice · Physics 2026-03-31 Masafumi Fukuma

The choice of appropriate interaction models is among the major disadvantages of conventional methods such as molecular dynamics and Monte Carlo simulations. On the other hand, the so-called reverse Monte Carlo (RMC) method, based on…

Soft Condensed Matter · Physics 2013-03-26 S. M. Mesli , M. Habchi , M. Kotbi , H. Xu

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

Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…

Probability · Mathematics 2017-09-08 Nawaf Bou-Rabee , Jesus Maria Sanz-Serna

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

We develop an extended framework for the hybrid Monte Carlo (HMC) algorithm in lattice gauge theory by embedding the $SU(N)$ group into the space of general complex matrices,$M_N(\mathbb{C})$. Auxiliary directions will be completely…

High Energy Physics - Lattice · Physics 2025-08-18 Norman H. Christ , Lu-Chang Jin , Christoph Lehner , Erik Lundstrum , Nobuyuki Matsumoto

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…