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Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…

Statistics Theory · Mathematics 2021-01-19 Abhishek Roy , Lingqing Shen , Krishnakumar Balasubramanian , Saeed Ghadimi

We study the 2+1 dimensional XY model at nonzero chemical potential $\mu$ on deformed integration manifolds, with the aim of alleviating its sign problem. We investigate several proposals for the deformations, and considerably improve on…

High Energy Physics - Lattice · Physics 2022-10-12 Matteo Giordano , Kornel Kapas , Sandor D Katz , Attila Pasztor , Zoltan Tulipant

Quantum field theories with complex actions cannot be investigated using importance sampling due to the sign problem. One possible solution is to use the holomorphic gradient flow, a method we introduced related to the Lefschetz thimbles…

High Energy Physics - Lattice · Physics 2017-08-23 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington

This review explores the Complex Langevin Method (CLM), a stochastic quantization technique designed to address the sign problem in quantum field theories with complex actions. Beginning with foundational principles, the review examines the…

High Energy Physics - Lattice · Physics 2025-04-04 Anosh Joseph , Arpith Kumar

At nonzero chemical potential the numerical sign problem in lattice field theory limits the use of standard algorithms based on importance sampling. Complex Langevin dynamics provides a possible solution, but it has to be applied with care.…

High Energy Physics - Lattice · Physics 2015-06-15 Gert Aarts , Lorenzo Bongiovanni , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to…

High Energy Physics - Lattice · Physics 2018-04-18 Jacques Bloch , Jonas Glesaaen , Jacobus Verbaarschot , Savvas Zafeiropoulos

The great majority of algorithms employed in the study of lattice field theory are based on Monte Carlo's importance sampling method, i.e. on probability interpretation of the Boltzmann weight. Unfortunately in many theories of interest one…

High Energy Physics - Lattice · Physics 2016-06-03 Lorenzo Bongiovanni

A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…

Statistical Mechanics · Physics 2009-11-11 L. Moriconi , M. Moriconi

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…

Statistical Mechanics · Physics 2026-04-09 Yeeren I. Low

Stochastic quantization offers the opportunity to simulate field theories with a complex action. In some theories unstable trajectories are prevalent when a constant stepsize is employed. We construct algorithms for generating an adaptive…

High Energy Physics - Lattice · Physics 2014-11-20 Gert Aarts , Frank A. James , Erhard Seiler , Ion-Olimpiu Stamatescu

We study a random matrix model for QCD at finite density via complex Langevin dynamics. This model has a phase transition to a phase with nonzero baryon density. We study the convergence of the algorithm as a function of the quark mass and…

High Energy Physics - Lattice · Physics 2017-04-05 Jacques Bloch , Jonas Glesaaen , Owe Philipsen , Jacobus Verbaarschot , Savvas Zafeiropoulos

The Thirring model and various generalizations of it are analyzed in detail. The four-Fermi interaction modifies the equation of state. Chemical potentials and twisted boundary conditions both result in complex fermionic determinants which…

High Energy Physics - Theory · Physics 2009-10-28 I. Sachs , A. Wipf

We develop a first-principle generalised density of state method for studying numerically quantum field theories with a complex action. As a proof of concept, we show that with our approach we can solve numerically the strong sign problem…

High Energy Physics - Lattice · Physics 2014-11-11 Kurt Langfeld , Biagio Lucini

In unsupervised learning, dimensionality reduction is an important tool for data exploration and visualization. Because these aims are typically open-ended, it can be useful to frame the problem as looking for patterns that are enriched in…

Machine Learning · Statistics 2018-11-16 Kristen Severson , Soumya Ghosh , Kenney Ng

In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…

High Energy Physics - Lattice · Physics 2014-08-18 Amel Durakovic , Emil Cortes Andre , Anders Tranberg

The Langevin noise approach for quantization of macroscopic electromagnetics for three-dimensional, inhomogeneous environments is compared with normal mode quantization. Recent works on the applicability of the method are discussed, and…

Quantum Physics · Physics 2021-02-10 George W. Hanson , Frieder Lindel , Stefan Yoshi Buhmann

We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…

Graphics · Computer Science 2023-05-08 Eric Heitz , Laurent Belcour , Thomas Chambon

The sign problem at nonzero chemical potential prohibits the use of importance sampling in lattice simulations. Since complex Langevin dynamics does not rely on importance sampling, it provides a potential solution. Recently it was shown…

High Energy Physics - Lattice · Physics 2015-06-12 Gert Aarts , Frank A. James , Jan M. Pawlowski , Erhard Seiler , Denes Sexty , Ion-Olimpiu Stamatescu

We study the heavy-dense limit of QCD on the lattice with heavy quarks at high density. The effective three dimensional theory has a sign problem which is alleviated by sign optimization where the path integration domain is deformed in…

High Energy Physics - Theory · Physics 2023-12-14 Gokce Basar , Joseph Marincel