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Related papers: MLMC: Machine Learning Monte Carlo for Lattice Gau…

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Implicit score matching provides a computationally efficient approach for training diffusion models and generating high-quality samples from complex distributions. In this work, we develop a score-matching framework for SU(N) lattice gauge…

High Energy Physics - Lattice · Physics 2026-05-08 Javad Komijani , Marina K. Marinkovic , Lara Turgut

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

We define a class of machine-learned flow-based sampling algorithms for lattice gauge theories that are gauge-invariant by construction. We demonstrate the application of this framework to U(1) gauge theory in two spacetime dimensions, and…

In theories with topological sectors, such as lattice QCD and four-dimensional SU(N) gauge theories with periodic boundary conditions, conventional update algorithms suffer from topological freezing due to large action barriers separating…

High Energy Physics - Lattice · Physics 2026-04-07 Timo Eichhorn , Gianluca Fuwa , Christian Hoelbling , Lukas Varnhorst

We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et al. (2014), and a new scheme based on optimal acceptance…

Computation · Statistics 2016-08-26 Janne Mannseth , Tore Selland Kleppe , Hans J. Skaug

High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…

Machine Learning · Statistics 2025-11-20 David Yallup

We construct neural networks that work for any Lie group and maintain gauge covariance, enabling smooth, invertible gauge field transformations. We implement these transformations for 4D SU(3) lattice gauge fields and explore their use in…

High Energy Physics - Lattice · Physics 2024-05-31 Xiao-Yong Jin

The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…

High Energy Physics - Lattice · Physics 2026-03-31 Masafumi Fukuma

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

Numerical Analysis · Mathematics 2020-04-30 Yue Wu , Nick Polydorides

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

High Energy Physics - Lattice · Physics 2019-04-24 Xiao-Yong Jin , James C. Osborn

The recent introduction of Machine Learning techniques, especially Normalizing Flows, for the sampling of lattice gauge theories has shed some hope on improving the sampling efficiency of the traditional Hybrid Monte Carlo (HMC) algorithm.…

High Energy Physics - Lattice · Physics 2023-09-21 David Albandea , Luigi Del Debbio , Pilar Hernández , Richard Kenway , Joe Marsh Rossney , Alberto Ramos

Calculating thermodynamic potentials and observables efficiently and accurately is key for the application of statistical mechanics simulations to materials science. However, naive Monte Carlo approaches, on which such calculations are…

Statistical Mechanics · Physics 2021-07-15 James Damewood , Daniel Schwalbe-Koda , Rafael Gomez-Bombarelli

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

We discuss how the concept of the Monte Carlo Hamiltonian can be applied to lattice gauge theories.

High Energy Physics - Lattice · Physics 2008-11-26 F. Paradis , H. Kroger , X. Q. Luo , K. J. M. Moriarty

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

Machine Learning · Statistics 2025-05-21 Tyler Maunu , Jiayi Yao

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Computation · Statistics 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

Gauge link smearing is widely used in lattice QCD computations. The idea is to remove the local (UV) fluctuations of the gauge field configurations while keeping the longer-range (IR) properties intact. Important applications are in the…

High Energy Physics - Lattice · Physics 2011-05-03 F. Geles , C. B. Lang

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…

Computational Finance · Quantitative Finance 2022-09-30 Devang Sinha , Siddhartha P. Chakrabarty