A noisy Monte Carlo algorithm

Lin, Leyu; Liu, K. F.; Sloan, J.

doi:10.1103/physrevd.61.074505

Cited by 45 publications

(58 citation statements)

References 5 publications

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“…The Kentucky group [28] are developing a new dynamical fermion updater based on a KennedyKuti noisy acceptance test on changes in the determinant. The ratio of the determinants evaluated on the new and old configurations is computed using a Z 2 stochastic estimate of the trace of a Padé approximation to the logarithm of the fermion matrix.…”

Section: New Developmentsmentioning

confidence: 99%

Progress in lattice algorithms

Peardon

2002

Nuclear Physics B - Proceedings Supplements

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Section: New Developmentsmentioning

confidence: 99%

Progress in lattice algorithms

Peardon

2002

Nuclear Physics B - Proceedings Supplements

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“…The noisy Hybrid algorithm can be made exact by including a noisy acceptance step [36,37,38,39] after each MD integration step. Note that a trajectory is defined as being the MD evolution between momentum refreshments, and can consist of any number of MDMC steps, where an MDMC step is an MD step followed by a (noisy) acceptance test.…”

Section: F Exact Noisy Algorithmsmentioning

confidence: 99%

Asymptotics of fixed point distributions for inexact Monte Carlo algorithms

Clark

Kennedy

2007

Phys. Rev. D

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We introduce a simple general method for finding the equilibrium distribution for a class of widely used inexact Markov Chain Monte Carlo algorithms. The explicit error due to the noncommutivity of the updating operators when numerically integrating Hamilton's equations can be derived using the Baker-Campbell-Hausdorff formula. This error is manifest in the conservation of a "shadow" Hamiltonian that lies close to the desired Hamiltonian. The fixed point distribution of inexact Hybrid algorithms may then be derived taking into account that the fixed point of the momentum heatbath and that of the molecular dynamics do not coincide exactly. We perform this derivation for various inexact algorithms used for lattice QCD calculations.

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“…Detailed balance can be proven to be satisfied and it is unbiased [12]. Therefore, this is an exact algorithm.…”

Section: A Noisy Monte Carlo Algorithmmentioning

confidence: 99%

Finite Density Algorithm in Lattice Qcd—a Canonical Ensemble Approach

LIU

2002

Lattice Statistics and Mathematical Physics

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I will review the finite density algorithm for lattice QCD based on finite chemical potential and summarize the associated difficulties. I will propose a canonical ensemble approach which projects out the finite baryon number sector from the fermion determinant. For this algorithm to work, it requires an efficient method for calculating the fermion determinant and a Monte Carlo algorithm which accommodates unbiased estimate of the probability. I shall report on the progress made along this direction with the Padé -Z 2 estimator of the determinant and its implementation in the newly developed Noisy Monte Carlo algorithm. *

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A noisy Monte Carlo algorithm

Cited by 45 publications

References 5 publications

Progress in lattice algorithms

Progress in lattice algorithms

Asymptotics of fixed point distributions for inexact Monte Carlo algorithms

Finite Density Algorithm in Lattice Qcd—a Canonical Ensemble Approach

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