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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…

Computation · Statistics 2018-10-23 Tore Selland Kleppe

UKQCD's dynamical fermion project uses the Generalised Hybrid Monte-Carlo (GHMC) algorithm to generate QCD gauge configurations for a non-perturbatively O(a) improved Wilson action with two degenerate sea-quark flavours. We describe our…

High Energy Physics - Lattice · Physics 2009-10-30 Z. Sroczynski , S. M. Pickles , S. P. Booth

We propose a Monte Carlo algorithm to promote Kennedy and Kuti's linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept/reject…

High Energy Physics - Lattice · Physics 2009-10-31 L. Lin , K. F. Liu , J. Sloan

Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…

Probability · Mathematics 2017-09-08 Nawaf Bou-Rabee , Jesus Maria Sanz-Serna

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.

High Energy Physics - Lattice · Physics 2009-11-10 N. Cundy , S. Krieg , A. Frommer , Th. Lippert , K. Schilling

Efficient continuous time quantum Monte Carlo (CT-QMC) algorithms that do not suffer from time discretization errors have become the state-of-the-art for most discrete quantum models. They have not been widely used yet for fermionic quantum…

Strongly Correlated Electrons · Physics 2015-07-08 Mauro Iazzi , Matthias Troyer

An exact, nonlocal, finite step-size algorithm for Monte Carlo simulation of theories with dynamical fermions is proposed. The algorithm is based on obtaining the new configuration U' from the old one U by solving the equation $ M(U') \eta…

High Energy Physics - Lattice · Physics 2009-11-07 T. Bakeyev

We propose a modification of the Hybrid-Monte-Carlo algorithm that allows for a larger step-size of the integration scheme at constant acceptance rate. The key ingredient is the splitting of the pseudo-fermion action into two parts. We test…

High Energy Physics - Lattice · Physics 2015-06-25 M. Hasenbusch , K. Jansen

We present an exact pseudofermion action for hybrid Monte Carlo simulation (HMC) of one-flavor domain-wall fermion (DWF), with the effective 4-dimensional Dirac operator equal to the optimal rational approximation of the overlap-Dirac…

High Energy Physics - Lattice · Physics 2014-09-30 Yu-Chih Chen , Ting-Wai Chiu

We propose a modification of the Hybrid-Monte-Carlo algorithm that allows for a larger step-size of the integration scheme at constant acceptance rate. The key ingredient is that the pseudo-fermion action is split into two parts. We test…

High Energy Physics - Lattice · Physics 2009-11-07 Martin Hasenbusch

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns…

Machine Learning · Statistics 2015-11-25 Heiko Strathmann , Dino Sejdinovic , Samuel Livingstone , Zoltan Szabo , Arthur Gretton

We introduce and compare three different Monte Carlo determinantal algorithms that allow one to compute dynamical quantities, such as the self-energy, of fermionic systems in their thermodynamic limit. We show that the most efficient…

Strongly Correlated Electrons · Physics 2018-02-14 Alice Moutenet , Wei Wu , Michel Ferrero

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Numerically exact continuous-time Quantum Monte Carlo algorithm for finite fermionic systems with non-local interactions is proposed. The scheme is particularly applicable for general multi-band time-dependent correlations since it does not…

Strongly Correlated Electrons · Physics 2009-11-10 A. N. Rubtsov , A. I. Lichtenstein

We study aspects concerning numerical simulations of Lattice QCD with two flavors of dynamical Ginsparg-Wilson quarks with degenerate masses. A Hybrid Monte Carlo algorithm is described and the formula for the fermionic force is derived for…

High Energy Physics - Lattice · Physics 2009-10-31 Chuan Liu

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales