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We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

Numerical Analysis · Mathematics 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

Recent research shows that the partition function for a class of models involving fermions can be written as a statistical mechanics of clusters with positive definite weights. This new representation of the model allows one to construct…

High Energy Physics - Lattice · Physics 2007-05-23 Shailesh Chandrasekharan

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

We present numerically exact continuous-time Quantum Monte Carlo algorithm for fermions with a general non-local in space-time interaction. The new determinantal grand-canonical scheme is based on a stochastic series expansion for the…

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

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,…

Strongly Correlated Electrons · Physics 2017-06-14 Junwei Liu , Huitao Shen , Yang Qi , Zi Yang Meng , Liang Fu

We study the performance of an automated hybrid Monte Carlo (HMC) approach for conditional simulation of a recently proposed, single-parameter Gibbs Markov random field (Gibbs MRF). The MRF is based on a modified version of the planar…

Computational Physics · Physics 2020-07-08 Milan Žukovič , Dionissios T. Hristopulos

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

We report on our study of the Riemannian Manifold HMC (RMHMC) algorithm with the mass term for the gauge momenta replaced by rational functions of the gauge covariant Laplace operator. A comparison of HMC and RMHMC on a 2+1+1 flavor…

High Energy Physics - Lattice · Physics 2024-01-25 Chulwoo Jung , Norman H. Christ

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

I describe a generalization of the hybrid Monte Carlo (HMC) algorithm in which the molecular dynamics (MD) steps utilize Nambu generalized Hamiltonian dynamics. Characterized by multiple Hamiltonian functions, this formalism allows me to…

High Energy Physics - Lattice · Physics 2025-02-26 Erik Lundstrum

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

The efficiency of Hamiltonian Monte Carlo (HMC) can suffer when sampling a distribution with a wide range of length scales, because the small step sizes needed for stability in high-curvature regions are inefficient elsewhere. To address…

Machine Learning · Statistics 2023-11-09 Chirag Modi , Alex Barnett , Bob Carpenter

In the simplified setting of the Schwinger model we present a systematic study on the simulation of dynamical fermions by global accept/reject steps that take into account the fermion determinant. A family of exact algorithms is developed,…

High Energy Physics - Lattice · Physics 2008-11-26 Francesco Knechtli , Ulli Wolff

We present an exact version of the local bosonic algorithm for the simulation of dynamical quarks in lattice QCD. This version is based on a non-hermitian polynomial approximation of the inverse of the quark matrix. A Metropolis test…

High Energy Physics - Lattice · Physics 2009-10-28 A. Borrelli , Ph. de Forcrand , A. Galli

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…

Computation · Statistics 2015-03-19 Matthew D. Hoffman , Andrew Gelman

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

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

Polynomial approximations to the inverse of the fermion matrix are used to filter the dynamics of the upper energy scales in HMC simulations. The use of a multiple time-scale integration scheme allows the filtered pseudofermions to be…

High Energy Physics - Lattice · Physics 2015-05-28 Waseem Kamleh , Mike Peardon

We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…

Condensed Matter · Physics 2009-10-31 Matteo Beccaria , Carlo Presilla , Gian Fabrizio De Angelis , Giovanni Jona-Lasinio

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

We propose a variant of Hamiltonian Monte Carlo (HMC), called the Repelling-Attracting Hamiltonian Monte Carlo (RAHMC), for sampling from multimodal distributions. The key idea that underpins RAHMC is a departure from the conservative…

Statistics Theory · Mathematics 2024-03-08 Siddharth Vishwanath , Hyungsuk Tak
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