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Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

Markov Chain Monte Carlo (MCMC) is an invaluable means of inference with complicated models, and Hamiltonian Monte Carlo, in particular Riemannian Manifold Hamiltonian Monte Carlo (RMHMC), has demonstrated impressive success in many…

Methodology · Statistics 2015-03-02 M. J. Betancourt

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

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

The Worldvolume Hybrid Monte Carlo (WV-HMC) method [arXiv:2012.08468] is a reliable and versatile algorithm for addressing the numerical sign problem. It resolves the ergodicity issues commonly encountered in Lefschetz thimble-based…

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

We present a method for the numerical calculation of derivatives of functions of general complex matrices. The method can be used in combination with any algorithm that evaluates or approximates the desired matrix function, in particular…

High Energy Physics - Lattice · Physics 2016-10-13 M. Puhr , P. V. Buividovich

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…

Soft Condensed Matter · Physics 2012-01-24 Qiang Wang

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

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

We present a universal parameter-free quantum Monte Carlo (QMC) algorithm designed to simulate arbitrary spin-$1/2$ Hamiltonians. To ensure the convergence of the Markov chain to equilibrium for every conceivable case, we devise a clear and…

Computational Physics · Physics 2024-03-15 Lev Barash , Arman Babakhani , Itay Hen

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Reboredo, Hood and Kent, Phys. Rev. B {\bf 79}, 195117 (2009); Reboredo, {\it ibid.} {\bf 80}, 125110 (2009)] is extended to study the ground and excited states of magnetic and…

Strongly Correlated Electrons · Physics 2011-06-10 Fernando Agustín Reboredo

The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The…

High Energy Physics - Lattice · Physics 2009-10-28 M. E. Berbenni-Bitsch , A. P. Gottlob , S. Meyer , M. Puetz

The extreme computational costs of calculating the sign of the Wilson matrix within the overlap operator have so far prevented four dimensional dynamical overlap simulations on realistic lattice sizes, because the computational power…

High Energy Physics - Lattice · Physics 2008-12-18 N. Cundy , S. Krieg , G. Arnold , A. Frommer , Th. Lippert , K. Schilling

In order to solve quantum field theory in a non-perturbative way, Lagrangian lattice simulations have been very successful. Here we discuss a recently proposed alternative Hamiltonian lattice formulation - the Monte Carlo Hamiltonian. In…

High Energy Physics - Lattice · Physics 2007-05-23 H. Kröger , X. Q. Luo , K. J. M. Moriarty

We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…

Recently, it has been shown that the hybrid Monte Carlo (HMC) algorithm is guaranteed to converge exponentially to a given target probability distribution $p(x)\propto e^{-V(x)}$ on non-compact spaces if augmented by an appropriate radial…

Computational Physics · Physics 2025-04-28 Johann Ostmeyer

We discuss how the integrators used for the Hybrid Monte Carlo (HMC) algorithm not only approximately conserve some Hamiltonian $H$ but exactly conserve a nearby shadow Hamiltonian (\tilde H), and how the difference $\Delta H \equiv \tilde…

High Energy Physics - Lattice · Physics 2010-01-21 M. A. Clark , A. D. Kennedy , P. J. Silva

We discuss hybrid Monte Carlo algorithms for odd-flavor lattice QCD simulations. The algorithms include a polynomial approximation which enables us to simulate odd-flavor QCD in the framework of the hybrid Monte Carlo algorithm. In order to…

High Energy Physics - Lattice · Physics 2009-11-07 Tetsuya Takaishi , Philippe de Forcrand