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A new complexity measure named as Lattice Complexity is presented for finite symbolic sequences. This measure is based on the symbolic dynamics of one-dimensional iterative maps and Lempel-Ziv Complexity. To make Lattice Complexity…
Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…
Sign-based stochastic methods have gained attention due to their ability to achieve robust performance despite using only the sign information for parameter updates. However, the current convergence analysis of sign-based methods relies on…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…
I derive a formulation of the 2-dimensional critical Ising model on non-uniform simplicial lattices. Surprisingly, the derivation leads to a set of geometric constraints that a lattice must satisfy in order for the model to have a…
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…
We point out that Monte Carlo simulations of theories with severe sign problems can be profitably performed over manifolds in complex space different from the one with fixed imaginary part of the action. We describe a family of such…
A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…
Monte Carlo simulations of lattice QCD at non-zero baryon chemical potential $\mu$ suffer from the notorious complex action problem. We consider QCD with static quarks coupled to a large chemical potential. This leaves us with an SU(3)…
The calculation of the ground state and thermodynamics of mass-imbalanced Fermi systems is a challenging many-body problem. Even in one spatial dimension, analytic solutions are limited to special configurations and numerical progress with…
The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with the partition function whose integrand is not real positive. The basic idea of the factorization method applied on such a system is to control…
Lattice Monte Carlo calculations of interacting systems on non-bipartite lattices exhibit an oscillatory imaginary phase known as the phase or sign problem, even at zero chemical potential. One method to alleviate the sign problem is to…
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…
The starting assumptions to study the convergence and complexity of gradient-type methods may be the smoothness (also called Lipschitz continuity of gradient) and the strong convexity. In this note, we revisit these two basic properties…
The sign problem is a key challenge in computational physics, encapsulating our inability to properly understand many important quantum many-body phenomena in physics, chemistry and the material sciences. Despite its centrality, the…
The QCD at finite density is not well understood yet, where standard Monte Carlo simulation suffers from the sign problem. In order to overcome the sign problem, the method of Lefschetz thimble has been explored. Basically, the original…
Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…
In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…
We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated…