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An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm

✍ Scribed by Radford M. Neal

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
539 KB
Volume
111
Category
Article
ISSN
0021-9991

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✦ Synopsis

The probability of accepting a candidate move in the hybrid Monte Carlo algorithm can be increased by considering a transition to be between windows of several states at the beginning and end the trajectory, with a particular state within the selected window then being chrosen according to then Boltzmann probabilities. The detailed balance condition used to justify the algorithen stith holds with his urecenturn, provided the start state is randomly positioned within its window. The new procedure is shown empirically to significantly improve the acceptance rate for a test system of uncoupled oscillators. It also allows expectations to be estimated using data from all states in the windows. rather than just states that are accepted. (c) 1994 Academic Press. inc.

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