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Cited by 178

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An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm

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Neal, Radford M.·1994·Journal of Computational Physics
DOI 10.1006/jcph.1994.1054
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Abstract

Abstract 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 of the trajectory, with a particular state within the selected window then being chosen according to the Boltzmann probabilities. The detailed balance condition used to justify the algorithm still holds with this procedure, 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.

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Metadata

Authors
Neal, R. M.
Venue
Journal of Computational Physics
Publisher
Elsevier BV
Published
1994-03
Volume
111
Issue
1
Pages
194-203
ISSN
0021-9991 (ISSN-L)
DOI
10.1006/jcph.1994.1054
OpenAlex
W1985715247
Cited by
178
References
0
FWCI
2.08
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm. https://app.cochat.ai/papers/10.1006/jcph.1994.1054
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Neal, R. M. (1994). An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm. Journal of Computational Physics. https://doi.org/10.1006/jcph.1994.1054

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