Related papers: Accelerating Staggered Fermion Dynamics with the R…

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…

Quantum field theories underlie all of our understanding of the fundamental forces of nature. The are relatively few first principles approaches to the study of quantum field theories [such as quantum chromodynamics (QCD) relevant to the…

Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…

The Worldvolume Hybrid Monte Carlo method (WV-HMC method) [arXiv:2012.08468] is a reliable and versatile algorithm towards solving the sign problem. Similarly to the tempered Lefschetz thimble method, this method removes the ergodicity…

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…

We review the application of lattice QCD techniques, most notably the Hybrid Monte-Carlo (HMC) simulations, to first-principle study of tight-binding models of crystalline solids with strong inter-electron interactions. After providing a…

As a prerequisite to dynamical fermion simulations a detailed study of optimal parameters and scaling behavior is conducted for the quenched Schr\"odinger functional at fixed renormalized coupling. We compare standard hybrid overrelaxation…

The development of Monte Carlo algorithms for generating gauge field configurations with dynamical fermions and methods for extracting the most information from ensembles are summarised.

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

We report on our implementation of the RHMC algorithm for the simulation of lattice QCD with two staggered flavors on Graphics Processing Units, using the NVIDIA CUDA programming language. The main feature of our code is that the GPU is not…

We enable the automatic construction of Hybrid Monte Carlo (HMC) forces in lattice gauge theory by performing reverse-mode automatic differentiation at the level of optimized LLVM intermediate representation, making the approach applicable…

We apply the Hybrid Monte Carlo method to the simulation of overlap fermions. We give the fermionic force for the molecular dynamics update. We present early results on a small dynamical chiral ensemble.

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the RMHMC method is that it exploits the geometric structure…