Gibbs sampling of complex valued distributions
arXiv:1510.09064 · doi:10.1103/PhysRevD.94.074503
Abstract
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 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.
23 pages, 2 tables, 11 figure. Major revision
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- Positive representations of complex distributions on groups