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The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

We address a long standing issue and determine the decorrelation efficiency of the Hybrid Monte Carlo algorithm (HMC), for full QCD with Wilson fermions, with respect to vacuum topology. On the basis of five state-of-the art QCD vacuum…

High Energy Physics - Lattice · Physics 2008-11-26 B. Alles , G. Bali , M. D'Elia , A. Di Giacomo , N. Eicker , S. Guesken , H. Hoeber , Th. Lippert , K. Schilling , A. Spitz , T. Struckmann , P. Ueberholz , J. Viehoff

The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion…

High Energy Physics - Lattice · Physics 2017-08-23 Tetsuya Takaishi , Philippe de Forcrand

We present a polynomial Hybrid Monte Carlo (PHMC) algorithm as an exact simulation algorithm with dynamical Kogut-Susskind fermions. The algorithm uses a Hermitian polynomial approximation for the fractional power of the KS fermion matrix.…

We present an update of BQCD, our Hybrid Monte Carlo program for simulating lattice QCD. BQCD is one of the main production codes of the QCDSF collaboration and is used by CSSM and in some Japanese finite temperature and finite density…

High Energy Physics - Lattice · Physics 2018-04-18 Taylor Ryan Haar , Yoshifumi Nakamura , Hinnerk Stüben

We develop a hybrid Monte Carlo method to efficiently compute the physical observables from the samplings of the Laughlin and the Moore-Read wave functions of fractional quantum Hall (FQH) systems. With the advancements in methodology,…

Strongly Correlated Electrons · Physics 2026-02-20 Ting-Tung Wang , Ha Quang Trung , Qianhui Xu , Min Long , Bo Yang , Zi Yang Meng

We present a practical strategy to optimize a set of Hybrid Monte Carlo parameters in simulations of QCD and QCD-like theories. We specialize to the case of mass-preconditioning, with multiple time-step Omelyan integrators. Starting from…

High Energy Physics - Lattice · Physics 2016-10-11 Andrea Bussone , Michele Della Morte , Vincent Drach , Martin Hansen , Ari Hietanen , Jarno Rantaharju , Claudio Pica

Simulations of odd flavors QCD can be performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD…

High Energy Physics - Lattice · Physics 2009-10-31 T. Takaishi , Ph. de Forcrand

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

We propose a new method for Hybrid Monte Carlo (HMC) simulations with odd numbers of dynamical fermions on the lattice. It employs a different approach from polynomial or rational HMC. In this method, gamma-five hermiticity of the lattice…

High Energy Physics - Lattice · Physics 2015-05-27 Kenji Ogawa

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

The HMC algorithm, combining the advantages of molecular dynamics and Monte-Carlo methods, is the most efficient algorithm to simulate QCD including the effects of sea quarks. In the standard approach momentum fields are generated with a…

High Energy Physics - Lattice · Physics 2012-12-18 Alberto Ramos

We describe an implementation of the Rational Hybrid Monte Carlo (RHMC) algorithm for dynamical computations with two flavours of staggered quarks. We discuss several variants of the method, the performance and possible sources of error for…

High Energy Physics - Lattice · Physics 2009-11-10 M. A. Clark , A. D. Kennedy

The recent development of logical quantum processors marks a pivotal transition from the noisy intermediate-scale quantum (NISQ) era to the fault-tolerant quantum computing (FTQC) era. These devices have the potential to address classically…

Quantum Physics · Physics 2025-01-07 Mancheon Han , Hyowon Park , Sangkook Choi

Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics.…

Machine Learning · Statistics 2017-08-22 Nilesh Tripuraneni , Mark Rowland , Zoubin Ghahramani , Richard Turner