Related papers: Selected inversion as key to a stable Langevin evo…
We study Langevin dynamics for recovering the planted signal in the spiked matrix model. We provide a "path-wise" characterization of the overlap between the output of the Langevin algorithm and the planted signal. This overlap is…
Complex Langevin simulations provide an alternative to sample path integrals with complex weights and therefore are suited to determine the phase diagram of QCD from first principles. Adaptive step-size scaling and gauge cooling are used to…
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…
As is well known the Complex Langevin (CL) method sometimes fails to converge or converges to the wrong limit. We identified one reason for this long ago: insufficient decay of the probability density either near infinity or near poles of…
In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…
Exploring the phase diagram of QCD at finite density is a challenging problem since first-principle calculations based on standard Monte Carlo methods suffer from the sign problem. As a promising approach to this issue, the complex Langevin…
Progress in the application of the complex Langevin method to full QCD at non-zero chemical potential is reported. The method evades the sign problem which makes naive simulations at nonzero density impossible. The procedure 'gauge cooling'…
QCD at nonzero baryon chemical potential suffers from the sign problem, due to the complex quark determinant. Complex Langevin dynamics can provide a solution, provided certain conditions are met. One of these conditions, holomorphicity of…
The three-dimensional SU(3) spin model is an effective Polyakov loop model for QCD at nonzero temperature and density. It suffers from a sign problem at nonzero chemical potential. We revisit this model using complex Langevin dynamics and…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
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…
Stable inverse systems for periodically time-varying plants are essential for feedforward control and iterative learning control of multirate and periodic systems, yet existing approaches either require complex-valued Floquet factors and…
I review the status of the Complex Langevin method, which was invented to make simulations of models with complex action feasible. I discuss the mathematical justification of the procedure, as well as its limitations and open questions.…
The complex Langevin method is extended to full QCD at non-zero chemical potential. The use of gauge cooling stabilizes the simulations at small enough lattice spacings. At large fermion mass the results are compared to the HQCD approach,…
We study lattice QCD at non-vanishing chemical potential using the complex Langevin equation. We compare the results with multi-parameter reweighting both from $\mu=0$ and phase quenched ensembles. We find a good agreement for lattice…
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…
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…
We study complex Langevin simulations of a toy model as well as QCD, supplemented with a dynamical stabilization (DS) term, which was proposed to regularize the complexified process at lower temperatures. We compare the results to…
We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…
Using complex Langevin method we probe the possibility of dynamical supersymmetry breaking in supersymmetric quantum mechanics models with complex actions. The models we consider are invariant under the combined operation of parity and time…