Related papers: Hybrid Monte Carlo Without Pseudofermions
We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…
The `dynamic' Hubbard Hamiltonian describes interacting fermions on a lattice whose on-site repulsion is modulated by a coupling to a fluctuating bosonic field. We investigate one such model, introduced by Hirsch, using the determinant…
We report on a new variant of the hybrid Monte Carlo algorithm employing a polynomial approximation of the inverse of the non-Hermitian Dirac-Wilson operator. Our approximation relies on simple and stable recurrence relations of complex…
Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…
We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a series of steps informed by first-order…
In this paper, we develop the self-learning Monte-Carlo (SLMC) algorithm for non-abelian gauge theory with dynamical fermions in four dimensions to resolve the autocorrelation problem in lattice QCD. We perform simulations with the…
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…
Markov chain Monte Carlo (MCMC) algorithms have long been the main workhorses of Bayesian inference. Among them, Hamiltonian Monte Carlo (HMC) has recently become very popular due to its efficiency resulting from effective use of the…
Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is…
Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients…
We present an algorithmic study for the simulation of two massless flavors of O(a) improved Wilson quarks with Schroedinger functional boundary conditions. The algorithm used is Hybrid Monte Carlo with two pseudo-fermion fields as proposed…
We propose a modification of the Hybrid Monte-Carlo method to sample equilibrium distributions of continuous field models. The method allows an efficient implementation of Fourier acceleration and is shown to reduce completely critical…
We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…
To evaluate the effectiveness of machine learning in systems with competing interactions, we developed a self-learning quantum Monte Carlo (SLQMC) method to simulate the phase transition in the classical Holstein-spin-fermion model. In…
Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…
Modern implementations of Hamiltonian Monte Carlo and related MCMC algorithms support sampling of probability functions that embed numerical root-finding algorithms, thereby allowing fitting of statistical models involving analytically…
In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…