This repository contains the code used for the thesis component of a Masters degree in Theoretical Physics at Edinburgh University.
Supervisors: Brian Pendleton, Tony Kennedy
$\LaTeX$ is used widely in this repository. A good extension for Google Chrome
is TeX All the Things
HMC is used for sampling high dimensional probability distributions e.g. Lattice QCD where the space can be in excess of a million dimensions.
The algorithm is highly effective by utilising Hamiltonian Dynamics after introducing a momentum field conjugate to the probability space that is refreshed after each sampler move. By utilising intrinsic gradient information provided by the geometry of the Hamiltonian, the sampler can transition through highly non-trivial spaces with exceptional efficiency when compared with the traditional Metropolis-Hastings approach.
Kramers Algorithm, also known as (L2MC), introduces an alternative approach whereby the conjugate momentum field is only partially refreshed after each sampler move.
Both the above algorithms are specific parameterisations of the generalised Hybrid Monte Carlo algorithm.
CamelType()
lower_case
Upper_Case()
See the Issues tab and filter
for bug
to see current issues. At the time of writing, the HMC/GHMC code is assumed to
be without fault. Remaining issues lie within autocorrelations and theoretical results.
README
docs are currently very dodgy and will be updated soon