## An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm

**Radford M. Neal,
Dept. of Computer Science, University of Toronto**
The probability of accepting a candidate move in the hybrid Monte
Carlo algorithm can be increased by considering a transition to be
between windows of several states at the beginning and end of the
trajectory, with a particular state within the selected window then
being chosen according to the Boltzmann probabilities. The detailed
balance condition used to justify the algorithm still holds with this
procedure, provided the start state is randomly positioned within its
window. The new procedure is shown empirically to significantly
improve the acceptance rate for a test system of uncoupled
oscillators. It also allows expectations to be estimated using data
from all states in the windows, rather than just states that are
accepted.

*Journal of Computational Physics*, vol. 111, pp. 194-203 (1994).

An earlier version is available
from arXiv.org.