Reduction of Autocorrelation Times in Lattice Path Integral Quantum Monte Carlo via Direct Sampling of the Truncated Exponential Distribution

Abstract: In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the probability distribution from which random variates are sampled, simulations can be made more efficient, by virtue of an autocorrelation time reduction. In this paper, we illustrate how to directly sample random variates from a two dimensional truncated exponential distribution. We show that our direct sampling approach converges faster to the target distribution compared to rejection sampling. The direct sampling of one and two dimensional truncated exponential distributions is then applied to a recent Path Integral Monte Carlo (PIMC) algorithm for the simulation of Bose-Hubbard lattice models at zero temperature. The new sampling method results in improved acceptance ratios and reduced autocorrelation times of estimators, providing an effective speed up of the simulation.