Markov Chain Monte Carlo for Dummies

Abstract

This is an introductory article about Markov Chain Monte Carlo (MCMC) simulation for pedestrians. Actual simulation codes are provided, and necessary practical details, which are skipped in most textbooks, are shown. The second half is written for hep-th and hep-lat audience. It explains specific methods needed for simulations with dynamical fermions, especially supersymmetric Yang-Mills. The examples include QCD and matrix integral, in addition to SYM.

v2: Many typos removed, some explanations improved. 65 pages, many figures

References in corpus (7)

• Monte Carlo studies of supersymmetric matrix quantum mechanics with sixteen supercharges at finite temperature
• Higher derivative corrections to black hole thermodynamics from supersymmetric matrix quantum mechanics
• Lattice study of two-dimensional N=(2,2) super Yang-Mills at large-N
• N=4 Supersymmetry on a Space-Time Lattice
• Testing holography using lattice super-Yang--Mills on a 2-torus
• Parallel software for lattice N=4 supersymmetric Yang--Mills theory
• The light bound states of $\mathcal{N}=1$ supersymmetric SU(3) Yang-Mills theory on the lattice

Cited by in corpus (3)

• Matrix Model simulations using Quantum Computing, Deep Learning, and Lattice Monte Carlo
• Partial-Symmetry-Breaking Phase Transitions
• Introduction to Monte Carlo for Matrix Models