English

Gibbs sampling of complex valued distributions

High Energy Physics - Lattice 2016-10-19 v2

Abstract

A new technique is explored for the Monte Carlo sampling of complex-valued distributions. The method is based on a heat bath approach where the conditional probability is replaced by a positive representation of it on the complex plane. Efficient ways to construct such representations are also introduced. The performance of the algorithm is tested on small and large lattices with a λϕ4\lambda\phi^4 theory with quadratic nearest-neighbor complex coupling. The method works for moderate complex couplings, reproducing reweighting and complex Langevin results and fulfilling various Schwinger-Dyson relations.

Keywords

Cite

@article{arxiv.1510.09064,
  title  = {Gibbs sampling of complex valued distributions},
  author = {L. L. Salcedo},
  journal= {arXiv preprint arXiv:1510.09064},
  year   = {2016}
}

Comments

23 pages, 2 tables, 11 figure. Major revision

R2 v1 2026-06-22T11:33:05.092Z