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Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation…

High Energy Physics - Lattice · Physics 2015-05-20 Waseem Kamleh

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiago P. Peixoto

This work introduces a novel and efficient Bayesian federated learning algorithm, namely, the Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC), for parameter estimation and uncertainty quantification. We establish rigorous…

Machine Learning · Computer Science 2024-07-10 Jiajun Liang , Qian Zhang , Wei Deng , Qifan Song , Guang Lin

The performance of the two-step multiboson (TSMB) algorithm is investigated in comparison with the hybrid Monte Carlo (HMC) method for compact lattice QED with standard Wilson fermions both in the Coulomb and confinement phases. The…

High Energy Physics - Lattice · Physics 2015-06-25 I. L. Bogolubsky , V. K. Mitrjushkin , I. Montvay , M. Mueller-Preussker , N. V. Zverev

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

We compare the Hybrid Monte Carlo (HMC) and the Kramers equation algorithms for simulations of QCD with two flavors of dynamical Wilson fermions and gauge group $SU(2)$. The results for the performance of both algorithms are obtained on…

High Energy Physics - Lattice · Physics 2009-10-28 Karl Jansen , Chuan Liu

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target…

Probability · Mathematics 2018-09-05 Oren Mangoubi , Natesh S. Pillai , Aaron Smith

Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and…

Computational Physics · Physics 2016-03-23 Hao Shi , Shiwei Zhang

The combination of a non-overlapping Schwarz preconditioner and the Hybrid Monte Carlo (HMC) algorithm is shown to yield an efficient simulation algorithm for two-flavour lattice QCD with Wilson quarks. Extensive tests are performed, on…

High Energy Physics - Lattice · Physics 2008-11-26 Martin Lüscher

We demonstrate the applicability of a recently proposed multiscale thermalization algorithm to two-color quantum chromodynamics (QCD) with two mass-degenerate fermion flavors. The algorithm involves refining an ensemble of gauge…

High Energy Physics - Lattice · Physics 2016-12-06 William Detmold , Michael G. Endres

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

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

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

A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…

Biomolecules · Quantitative Biology 2017-07-13 Akira R. Kinjo

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 is one of the most useful methods to study the quantum Hall problems. In this paper, we introduce a fast lattice Monte Carlo method based on a mathematically exact reformulation of the torus quantum Hall problems from continuum…

Strongly Correlated Electrons · Physics 2019-03-27 Jie Wang , Scott D. Geraedts , E. H. Rezayi , F. D. M. Haldane

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang