相关论文: Updating algorithms with multi-step stochastic cor…
We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…
We discuss a simulation algorithm for dynamical fermions, which combines the multiboson technique with the Hybrid Monte Carlo algorithm. The algorithm turns out to give a substantial gain over standard methods in practical simulations and…
Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…
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…
In theories with topological sectors, such as lattice QCD and four-dimensional SU(N) gauge theories with periodic boundary conditions, conventional update algorithms suffer from topological freezing due to large action barriers separating…
We discuss the inclusion of fermionic loops contributions in Numerical Stochastic Perturbation Theory for Lattice Gauge Theories. We show how the algorithm implementation is in principle straightforward and report on the status of the…
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.…
The hybrid Monte Carlo (HMC) algorithm is used for Bayesian analysis of the generalized autoregressive conditional heteroscedasticity (GARCH) model. The HMC algorithm is one of Markov chain Monte Carlo (MCMC) algorithms and it updates all…
A cluster update (the ``operator-loop'') is developed within the framework of a numerically exact quantum Monte Carlo method based on the power series expansion of exp(-BH) (stochastic series expansion). The method is generally applicable…
Large N gauge theories with adjoint matter can be numerically studied using lattice techniques. Eguchi-Kawai reductions holds for this theory and one can reduce the lattice model to a single site. Hybrid Monte Carlo algorithm can be used to…
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…
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…
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…
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…
A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…
We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…
Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…
We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to…
Augmenting the multi-step reasoning abilities of Large Language Models (LLMs) has been a persistent challenge. Recently, verification has shown promise in improving solution consistency by evaluating generated outputs. However, current…