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Statistical analysis method for the worldvolume hybrid Monte Carlo algorithm

delete2021-11-30
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OA
AI
M
Masafumi Fukuma
N
Nobuyuki Matsumoto *
Y
Yusuke Namekawa
DOI:10.1093/ptep/ptab133delete
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摘要

摘要

En 中文
We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [M. Fukuma and N. Matsumoto, Prog. Theor. Exp. Phys. 2021, 023B08 (2021)], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method. In the WV-HMC algorithm, the configuration space is a continuous accumulation (worldvolume) of deformed integration surfaces, and sample averages are considered for various subregions in the worldvolume. We prove that, if a sample in the worldvolume is generated as a Markov chain, then the subsample in the subregion can also be regarded as a Markov chain. This ensures the application of the standard statistical techniques to the WV-HMC algorithm. We particularly investigate the autocorrelation times for the Markov chains in various subregions, and find that there is a linear relation between the probability of being in a subregion and the autocorrelation time for the corresponding subsample. We numerically confirm this scaling law for a chiral random matrix model.

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Progress of Theoretical and Experimental Physics 封面图
Progress of Theoretical and Experimental Physics
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8.3
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被引数:
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Kyoto University
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5.1W
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U
united states department of energy (doe)
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B
Brookhaven National Laboratory
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