Related papers: Complex saddle points and the sign problem in comp…
The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often consist of non-differentiable components, posing challenges for…
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…
In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler…
The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…
We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general…
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…
Based on G. Lan's accelerated gradient sliding and general relation between the smoothness and strong convexity parameters of function under Legendre transformation we show that under rather general conditions the best known bounds for…
The Worldvolume Hybrid Monte Carlo method (WV-HMC method) [arXiv:2012.08468] is a reliable and versatile algorithm towards solving the sign problem. Similarly to the tempered Lefschetz thimble method, this method removes the ergodicity…
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…
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…
The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…
The real time evolution of a scalar field in 0+1 dimensions is investigated on a complex time contour. The path integral formulation of the system has a sign problem, which is circumvented using the Complex Langevin equation. Measurement of…
Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we…
We present a method to compute real-time path integrals numerically, by Monte-Carlo sampling on near-Lefschetz thimbles. We present a collection of tools based on the Lefschetz thimble methods, which together provide an alternative to…
We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…
Due to the complexity of the space of quantum many-body states the computation of expectation values by statistical sampling is, in general, a hard task. Neural network representations of such quantum states which can be physically…
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.…
We demonstrate analytically that complex Langevin dynamics can solve the sign problem in one-dimensional QCD in the thermodynamic limit. In particular, it is shown that the contributions from the complex and highly oscillating spectral…
A practical search technique for finding the complex saddle points used in wave packet or coherent state propagation is developed which works for a large class of Hamiltonian dynamical systems with many degrees of freedom. The method can be…
The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that…