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Markov Chain Monte Carlo for Dummies

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arxiv 1808.08490 v2 pith:E5LBE44T submitted 2018-08-26 hep-th cond-mat.stat-mechhep-lat

Markov Chain Monte Carlo for Dummies

classification hep-th cond-mat.stat-mechhep-lat
keywords carlochainmarkovmontesimulationactualadditionarticle
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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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.

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