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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.

高能物理 - 格点 · 物理学 2009-11-10 N. Cundy , S. Krieg , A. Frommer , Th. Lippert , K. Schilling

We present two improvements to our previous dynamical overlap HMC algorithm. We introduce a new method of differentiating the eigenvectors of the Kernel operator, which removes an instability in the fermionic force. Secondly, by simulating…

高能物理 - 格点 · 物理学 2009-04-14 N. Cundy , S. Krieg , T. Lippert , A Schaefer

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

高能物理 - 格点 · 物理学 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

高能物理 - 格点 · 物理学 2018-04-18 Guido Cossu , Peter Boyle , Norman Christ , Chulwoo Jung , Andreas Jüttner , Francesco Sanfilippo

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)…

计算物理 · 物理学 2016-04-05 Akihiko Nishimura , David Dunson

We introduce a new algorithm which we call the {Rational Hybrid Monte Carlo} Algorithm (RHMC). This method uses a rational approximation to the fermionic kernel together with a noisy Kennedy-Kuti acceptance step to give an efficient…

高能物理 - 格点 · 物理学 2009-10-31 Ivan Horvath , A. D. Kennedy , Stefan Sint

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

高能物理 - 格点 · 物理学 2008-11-26 M. A. Clark

The hermitian Wilson kernel used in the construction of the domain-wall and overlap Dirac operators has exceptionally small eigenvalues that make it expensive to reach high-quality chiral symmetry for domain-wall fermions, or high precision…

高能物理 - 格点 · 物理学 2008-11-26 Maarten Golterman , Yigal Shamir

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…

机器学习 · 统计学 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

The pseudofermion action of the Hybrid Monte Carlo (HMC) algorithm for dynamical fermions is modified to directly incorporate Incomplete LU (ILU) factorisation. This reduces the stochastic noise and allows a larger molecular dynamics…

高能物理 - 格点 · 物理学 2007-05-23 Mike Peardon

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

机器学习 · 统计学 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

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…

高能物理 - 格点 · 物理学 2008-11-26 A. Ali Khan , T. Bakeyev , M. Göckeler , R. Horsley , D. Pleiter , P. Rakow , A. Schäfer , G. Schierholz , H. Stüben

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

统计计算 · 统计学 2021-10-28 Marcel Hirt , Michalis K. Titsias , Petros Dellaportas

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

量子物理 · 物理学 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

统计计算 · 统计学 2022-01-24 Guangyao Zhou

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

统计计算 · 统计学 2019-05-03 Khue-Dung Dang , Matias Quiroz , Robert Kohn , Minh-Ngoc Tran , Mattias Villani

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…

统计计算 · 统计学 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

We present results of a hybrid Monte-Carlo algorithm for dynamical, $n_f=2$, four-dimensional QCD with overlap fermions. The fermionic force requires careful treatment, when changing topological sectors. The pion mass dependence of the…

高能物理 - 格点 · 物理学 2009-11-10 Z. Fodor , S. D. Katz , K. K. Szabo

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…

天体物理学 · 物理学 2008-11-26 Amir Hajian
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