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Random Matrix Theory has been a unifying approach in physics and mathematics.In these lectures we discuss applications of Random Matrix Theory to QCD and emphasize underlying integrable structures. In the first lecture we give an overview…

High Energy Physics - Theory · Physics 2007-05-23 J. J. M. Verbaarschot

The Hubbard model arises naturally when electron-electron interactions are added to the tight-binding descriptions of many condensed matter systems. For instance, the two-dimensional Hubbard model on the honeycomb lattice is central to the…

Strongly Correlated Electrons · Physics 2020-01-23 Jan-Lukas Wynen , Evan Berkowitz , Christopher Körber , Timo A. Lähde , Thomas Luu

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

Arrays of Rydberg atoms are a powerful platform to realize strongly-interacting quantum many-body systems. A common Rydberg Hamiltonian is free of the sign problem, meaning that its equilibrium properties are amenable to efficient…

Strongly Correlated Electrons · Physics 2023-07-20 Ejaaz Merali , Isaac J. S. De Vlugt , Roger G. Melko

We review the application of random matrix theory (RMT) to chiral symmetry in QCD. Starting from the general philosophy of RMT we introduce a chiral random matrix model with the global symmetries of QCD. Exact results are obtained for…

High Energy Physics - Lattice · Physics 2016-09-01 J. J. M. Verbaarschot

We study the performance of an automated hybrid Monte Carlo (HMC) approach for conditional simulation of a recently proposed, single-parameter Gibbs Markov random field (Gibbs MRF). The MRF is based on a modified version of the planar…

Computational Physics · Physics 2020-07-08 Milan Žukovič , Dionissios T. Hristopulos

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…

Methodology · Statistics 2025-09-09 Yian Huang , Zhen Huang

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Machine Learning · Statistics 2020-10-15 Adam D. Cobb , Brian Jalaian

The dominant cost of most lattice QCD simulations is the inversion of the Dirac operator required to calculate the force term in the RHMC update. One way to improve this situation is to use multiple pseudofermions, which reduces the size…

High Energy Physics - Lattice · Physics 2018-10-24 Philippe de Forcrand , Liam Keegan

We discuss an instability in the leapfrog integration algorithm, widely used in current Hybrid Monte Carlo (HMC) simulations of lattice QCD. We demonstrate the instability in the simple harmonic oscillator (SHO) system where it is manifest.…

High Energy Physics - Lattice · Physics 2007-05-23 B. Joo , UKQCD Collaboration

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…

Optimization and Control · Mathematics 2022-11-16 Pablo Krupa , Daniel Limon , Alberto Bemporad , Teodoro Alamo

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

Ab-initio quantum Monte Carlo (QMC) methods are a state-of-the-art computational approach to obtaining highly accurate many-body wave functions. Although QMC methods are widely used in physics and chemistry to compute ground-state energies,…

Chemical Physics · Physics 2022-01-21 Kousuke Nakano , Abhishek Raghav , Sandro Sorella

The hybrid Monte Carlo (HMC) algorithm is a ubiquitous method in computational physics with applications ranging from condensed matter to lattice QCD and beyond. However, HMC simulations often suffer from long autocorrelation times,…

High Energy Physics - Lattice · Physics 2025-05-07 Johann Ostmeyer , Pavel Buividovich

Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…

Machine Learning · Statistics 2020-10-16 James A. Brofos , Roy R. Lederman

In Hybrid Monte Carlo(HMC) simulations for full QCD, the gauge fields evolve smoothly as a function of Molecular Dynamics (MD) time. Thus we investigate improved methods of estimating the trial solutions to the Dirac propagator as…

High Energy Physics - Lattice · Physics 2009-10-28 R. C. Brower , A. R. Levi , K. Orginos