Gibbs sampling of complex-valued distributions

Salcedo L. L.

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Gibbs sampling of complex-valued distributions

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A new technique is explored for the Monte Carlo sampling of complex-valued distributions. The method is based on a heat bath approach where the conditional probability is replaced by a positive representation of it on the complex plane. Efficient ways to construct such representations are also introduced. The performance of the algorithm is tested on small and large lattices with a lambda phi theory with quadratic nearest-neighbor complex coupling. The method works for moderate complex couplings, reproducing reweighting and complex Langevin results and fulfilling various Schwinger-Dyson relations.

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《Physical review, D》 |2016年第7期|共21页
作者
Salcedo L. L.;
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作者单位

Univ Granada, Dept Fis Atom Mol & Nucl, E-18071 Granada, Spain;

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正文语种英语
中图分类粒子物理学;场论;
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Gibbs sampling of complex-valued distributions

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