Related papers: On the validity of complex Langevin method for pat…
In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…
The nuclear shell model is known to describe the properties of various nuclei extremely well. However, the auxiliary-field quantum Monte Carlo calculations cannot be applied to it with general interactions due to the sign problem. The model…
We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is…
The complex Langevin method is a leading candidate for solving the sign problem occurring in various physical situations, notably QCD at finite chemical potential. Its most vexing problem is `convergence to the wrong limit', where the…
The complex Langevin method is a general method to treat systems with complex action, such as QCD at nonzero density. The formal justification relies on the absence of certain boundary terms, both at infinity and at the unavoidable poles of…
Recently there has been remarkable progress in solving the sign problem, which occurs in investigating statistical systems with a complex weight. The two promising methods, the complex Langevin method and the Lefschetz thimble method, share…
In this paper, new Levin methods are presented for calculating oscillatory integrals with algebraic and/or logarithmic singularities. To avoid singularity, the technique of singularity separation is applied and then the singular ODE…
We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…
The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…
We extend the L\'evy Langevin Monte Carlo method studied by Oechsler in 2024 to the setting of a target distribution with heavy tails: Choosing a target distribution from the class of subexponential distributions we prove convergence of a…
The dynamics of weakly coupled, non-abelian gauge fields at high temperature is non-perturbative if the characteristic momentum scale is of order |k|~ g^2 T. Such a situation is typical for the processes of electroweak baryon number…
An noise-induced mechanism has been revealed by some authors recently for the homochirality in a chiral system. Motivated by such stochastic process, we study the noise-induced transition in the system. The chiral transition, say the…
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…
We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…
We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these estimators to analyze an extended variable formulation of…
Growth in both size and complexity of modern data challenges the applicability of traditional likelihood-based inference. Composite likelihood (CL) methods address the difficulties related to model selection and computational intractability…
Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…
One of the yet unsolved questions of QCD in the context of the Standard Model is to explain the strong CP problem. A way to look for a better understanding of it is to investigate the theory in the presence of a non-zero topological theta…
Coupling arguments are a central tool for bounding the deviation between two stochastic processes, but traditionally have been limited to Wasserstein metrics. In this paper, we apply the shifted composition rule--an information-theoretic…
We use field theoretic renormalization group methods to study the critical behavior of a recently proposed Langevin equation for driven lattice gases under infinitely fast drive. We perform an expansion around the upper critical dimension,…