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Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…

High Energy Physics - Lattice · Physics 2024-02-20 Jacob Finkenrath

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

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

Three possibilities to speed up the Hybrid Monte Carlo algorithm are investigated. Changing the step-size adaptively brings no practical gain. On the other hand, substantial improvements result from using an approximate Hamiltonian or a…

High Energy Physics - Lattice · Physics 2009-10-28 Philippe de Forcrand , Tetsuya Takaishi

We describe a Fourier Accelerated Hybrid Monte Carlo algorithm suitable for dynamical fermion simulations of non-gauge models. We test the algorithm in supersymmetric quantum mechanics viewed as a one-dimensional Euclidean lattice field…

High Energy Physics - Lattice · Physics 2011-07-28 S. Catterall , S. Karamov

We present an exact local bosonic algorithm for the simulation of dynamical fermions in lattice QCD. We show that this algorithm is a viable alternative to the Hybrid Monte Carlo algorithm.

High Energy Physics - Lattice · Physics 2009-10-28 Andrea Galli , Philippe de Forcrand

We present a simulation algorithm for dynamical fermions that combines the multiboson technique with the Hybrid Monte Carlo algorithm. We find that the algorithm gives a substantial gain over the standard methods in practical simulations.…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a sampling algorithm that seeks to adapt proposals to the local geometry of the posterior distribution. The specific form of the Hamiltonian used in RMHMC necessitates {\it…

Computation · Statistics 2021-11-22 James A. Brofos , Roy R. Lederman

We consider the Rational Hybrid Monte Carlo algorithm for performing exact 2+1 flavour fermion simulations. The specific cases of ASQTAD and domain wall fermions are considered. We find that in both cases the naive performance is similar to…

High Energy Physics - Lattice · Physics 2011-04-11 M. A. Clark , A. D. Kennedy , Z. Sroczynski

I discuss the behaviour of algorithms for dynamical fermions as the sea-quark mass decreases. I focus on the Hybrid-Monte-Carlo (HMC) algorithm applied to two degenerate flavours of Wilson fermions. First, I briefly review the performance…

High Energy Physics - Lattice · Physics 2009-11-10 Martin Hasenbusch

Non-Hermitian quantum systems exhibit unique properties and hold significant promise for diverse applications, yet their dynamical simulation poses a particular challenge due to intrinsic openness and non-unitary evolution. Here, we…

Quantum Physics · Physics 2025-10-21 Xiaogang Li , Kecheng Liu , Qiming Ding

The advantages of using Multi-Step corrections for simulations of lattice gauge theories with dynamical fermions will be discussed. This technique is suited for algorithms based on the Multi-Boson representation of the dynamical fermions as…

High Energy Physics - Lattice · Physics 2008-11-26 Enno E. Scholz , Istvan Montvay

We discuss algorithms for domain wall fermions focussing on accelerating Hybrid Monte Carlo sampling of gauge configurations. Firstly a new multigrid algorithm for domain wall solvers and secondly a domain decomposed hybrid monte carlo…

High Energy Physics - Lattice · Physics 2022-04-01 Peter A Boyle , Dennis Bollweg , Christopher Kelly , Azusa Yamaguchi

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

Hierarchical Bayesian models based on Gaussian processes are considered useful for describing complex nonlinear statistical dependencies among variables in real-world data. However, effective Monte Carlo algorithms for inference with these…

Machine Learning · Statistics 2025-11-11 Takashi Hayakawa , Satoshi Asai

This technical report presents pseudo-code for a Riemannian manifold Hamiltonian Monte Carlo (RMHMC) method to efficiently simulate samples from $N$-dimensional posterior distributions $p(x|y)$, where $x \in R^N$ is drawn from a Gaussian…

Machine Learning · Statistics 2018-10-30 Ulrich Paquet , Marco Fraccaro

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…

Computation · Statistics 2021-02-05 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

An algorithm for separating the high- and low-frequency molecular dynamics modes in Hybrid Monte Carlo simulations of gauge theories with dynamical fermions is presented. The separation is based on splitting the pseudo-fermion action into…

High Energy Physics - Lattice · Physics 2008-11-26 A. Ali Khan , T. Bakeyev , M. Göckeler , R. Horsley , D. Pleiter , P. Rakow , A. Schäfer , G. Schierholz , H. Stüben