Related papers: Acceptance Rates in Multigrid Monte Carlo
We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…
We propose a formally valid machine-learning-assisted global proposal mechanism for Monte Carlo sampling in lattice gauge theory. The construction is based on a coupling-flow update on the SU(2) lattice-link manifold, in which active links…
We introduce new Gaussian proposals to improve the efficiency of the standard Hastings-Metropolis algorithm in Markov chain Monte Carlo (MCMC) methods, used for the sampling from a target distribution in large dimension $d$. The improved…
Numerous applications in biology, statistics, science, and engineering require generating samples from high-dimensional probability distributions. In recent years, the Hamiltonian Monte Carlo (HMC) method has emerged as a state-of-the-art…
An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…
Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltonian Monte Carlo (HMC) is the default algorithm across…
We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…
The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) propose to speed up the algorithm by a delayed acceptance…
Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…
We discuss the Monte Carlo method of simulating lattice field theories as a means of studying the low-energy effective theory of graphene. We also report on simulational results obtained using the Metropolis and Hybrid Monte Carlo methods…
We analyse computational efficiency of Metropolis-Hastings algorithms with stochastic AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MALA) and discretized Hamiltonian dynamics (e.g.…
The adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223-242] uses the estimated covariance of the target distribution in the proposal distribution. This paper introduces a new robust adaptive…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…
We present different methods to increase the performance of Hybrid Monte Carlo simulations of the Hubbard model in two-dimensions. Our simulations concentrate on a hexagonal lattice, though can be easily generalized to other lattices. It is…
Analytic predictions have been derived recently by V. Dohm and S. Wessel, Phys. Rev. Lett. {\bf 126}, 060601 (2021) from anisotropic $\varphi^4$ theory and conformal field theory for the amplitude ${\cal F}_c$ of the critical free energy of…
In order to check the validity and the range of applicability of the 1/N expansion, we performed numerical simulations of the two-dimensional lattice CP(N-1) models at large N, in particular we considered the CP(20) and the CP(40) models.…
We define a numerical scheme that allows to approximate a given Hamiltonian by an effective one, by requiring several constraints determined by exact properties of generic ''short range'' Hamiltonians. In this way the standard lattice fixed…
Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…