Gibbs sampling of complex-valued distributions

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 intro...

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Bibliographic Details
Published in:Physical review. D 2016-10, Vol.94 (7), Article 074503
Main Author: Salcedo, L. L.
Format: Article
Language:English
Subjects:
Conditional probability
Couplings
Lattices
Representations
Sampling
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Summary: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 λϕ4 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.
ISSN:2470-0010
2470-0029
DOI:10.1103/PhysRevD.94.074503