%0 Generic %1 joseph2019markov %A Joseph, Anosh %D 2019 %K review statistics %T Markov Chain Monte Carlo Methods in Quantum Field Theories %U http://arxiv.org/abs/1912.10997 %X We introduce and discuss Monte Carlo methods in quantum field theories. Methods of independent Monte Carlo, such as random sampling and importance sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and Hamiltonian Monte Carlo, are introduced. We review the underlying theoretical foundations of Markov chain Monte Carlo. We provide several examples of Monte Carlo simulations, including one-dimensional simple harmonic oscillator, unitary matrix model exhibiting Gross-Witten-Wadia transition and a supersymmetric model exhibiting dynamical supersymmetry breaking.

@misc{joseph2019markov, abstract = {We introduce and discuss Monte Carlo methods in quantum field theories. Methods of independent Monte Carlo, such as random sampling and importance sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and Hamiltonian Monte Carlo, are introduced. We review the underlying theoretical foundations of Markov chain Monte Carlo. We provide several examples of Monte Carlo simulations, including one-dimensional simple harmonic oscillator, unitary matrix model exhibiting Gross-Witten-Wadia transition and a supersymmetric model exhibiting dynamical supersymmetry breaking.}, added-at = {2020-01-03T16:27:00.000+0100}, author = {Joseph, Anosh}, biburl = {https://www.bibsonomy.org/bibtex/23e24dddcd793e6102092383318447c0d/cmcneile}, description = {Markov Chain Monte Carlo Methods in Quantum Field Theories}, interhash = {0da243e5018f1ba2acd0e4bbe6851bfa}, intrahash = {3e24dddcd793e6102092383318447c0d}, keywords = {review statistics}, note = {cite arxiv:1912.10997Comment: 122 pages, 34 figures, several appendices. These lecture notes are based on the three lectures given at the 2019 Joburg School in Theoretical Physics: Aspects of Machine Learning, Mandelstam Institute for Theoretical Physics, The University of the Witwatersrand, Johannesburg, South Africa (November 11 - 15, 2019)}, timestamp = {2020-01-03T16:27:00.000+0100}, title = {Markov Chain Monte Carlo Methods in Quantum Field Theories}, url = {http://arxiv.org/abs/1912.10997}, year = 2019 }