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In this paper, we explore a general Aggregated Gradient Langevin Dynamics framework (AGLD) for the Markov Chain Monte Carlo (MCMC) sampling. We investigate the nonasymptotic convergence of AGLD with a unified analysis for different data…

Machine Learning · Computer Science 2019-10-22 Chao Zhang , Jiahao Xie , Zebang Shen , Peilin Zhao , Tengfei Zhou , Hui Qian

We propose a practical way of circumventing the sign problem in lattice QCD simulations with a theta-vacuum term. This method is the reweighting method for the QCD Lagrangian after the U_A(1) transformation. In the Lagrangian, the P-odd…

High Energy Physics - Phenomenology · Physics 2013-03-14 Takahiro Sasaki , Hiroaki Kouno , Masanobu Yahiro

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

Machine Learning · Statistics 2023-12-08 Nicolas Zilberstein , Ashutosh Sabharwal , Santiago Segarra

We consider nonconvex optimization problem over simplex, and more generally, a product of simplices. We provide an algorithm, Langevin Multiplicative Weights Update (LMWU) for solving global optimization problems by adding a noise scaling…

Optimization and Control · Mathematics 2025-03-04 Yi Feng , Xiao Wang , Tian Xie

We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…

Statistical Mechanics · Physics 2017-03-28 Zofia Trstanova , Stephane Redon

Finite density simulations require dynamical fermions which are computationally demanding. We employ Ferrenberg and Swendsen reweighting method to reduce the number of ensembles needed. We use their method to do a combined reweighting in…

High Energy Physics - Lattice · Physics 2009-09-29 Anyi Li , Andrei Alexandru , Keh-Fei Liu

We consider a generalization of the Thirring model in 2+1 dimensions at finite density. We employ stochastic quantization and check for the applicability in the finite density case to circumvent the sign problem. To this end we derive…

High Energy Physics - Lattice · Physics 2013-05-23 Jan M. Pawlowski , Christian Zielinski

We propose iterative inversion algorithms for weighted Radon transforms $R_W$ along hyperplanes in $R^3$. More precisely, expandingthe weight $W = W (x, \theta), x \in R^3 , \theta \in S^2$ , into the series of spherical harmonics in…

Mathematical Physics · Physics 2017-11-22 F Goncharov

Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…

Statistical Mechanics · Physics 2009-11-10 Alexander V. Plyukhin , Jeremy Schofield

One reason for the well known fact that the Complex Langevin (CL) method sometimes fails to converge or converges to the wrong limit has been identified long ago: it is insufficient decay of the probability density either near infinity or…

High Energy Physics - Lattice · Physics 2020-01-15 M. Scherzer , E. Seiler , D. Sexty , I. -O. Stamatescu

We in this paper consider Fr\'echet sufficient dimension reduction with responses being complex random objects in a metric space and high dimension Euclidean predictors. We propose a novel approach called weighted inverse regression…

Statistics Theory · Mathematics 2020-07-02 Chao Ying , Zhou Yu

Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…

Numerical Analysis · Mathematics 2025-08-11 Tony Lelièvre , Régis Santet , Gabriel Stoltz

Dynamical reweighting of path measures is a powerful approach for accurately evaluating slow molecular processes using modified potential energy surfaces used in enhanced sampling methods. Integrating this reweighting framework into the…

Chemical Physics · Physics 2026-01-12 Sascha Jähnigen , Bettina G. Keller

QCD is analysed with two light-front continuum dimensions and two transverse lattice dimensions. In the limit of large number of colours and strong transverse gauge coupling, the contributions of light-front and transverse directions…

High Energy Physics - Lattice · Physics 2009-11-10 Apoorva Patel , Raghunath Ratabole

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…

Numerical Analysis · Mathematics 2022-10-10 Adrien Laurent

Lattice QCD simulations at small lattice spacings and quark masses close to their physical values are technically challenging. In particular, the simulations can get trapped in the topological charge sectors of field space or may run into…

High Energy Physics - Lattice · Physics 2015-06-05 Martin Lüscher , Stefan Schaefer

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

The recently discovered supersymmetric generalizations of Langevin dynamics and Kramers equation can be utilized for the exploration of free energy landscapes of systems whose large time-scale separation hampers the usefulness of standard…

Statistical Mechanics · Physics 2007-05-23 Alessandro Mossa , Cecilia Clementi

Within the reweighting approach, one has the freedom to choose the Monte Carlo action so that it provides a good overlap with the finite-\mu measure but remains simple to simulate. We explore several choices of action in the regime of small…

High Energy Physics - Lattice · Physics 2009-11-07 Ph. de Forcrand , S. Kim , T. Takaishi

We present a novel strategy aimed at restoring correct convergence in complex Langevin simulations. The central idea is to incorporate system-specific prior knowledge into the simulations, in order to circumvent the NP-hard sign problem. In…

High Energy Physics - Lattice · Physics 2023-04-19 Daniel Alvestad , Rasmus Larsen , Alexander Rothkopf
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