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

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Self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this…

Strongly Correlated Electrons · Physics 2018-06-06 Huitao Shen , Junwei Liu , Liang Fu

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

Critical slowing down, where autocorrelation grows rapidly near the continuum limit due to Hybrid Monte Carlo (HMC) moving through configuration space inefficiently, still challenges lattice gauge theory simulations. Combining neural field…

High Energy Physics - Lattice · Physics 2025-11-05 Jinchen He , Xiao-Yong Jin , James C. Osborn , Yong Zhao

Formulating gauge theories on a lattice offers a genuinely non-perturbative way of studying quantum field theories, and has led to impressive achievements. In particular, it significantly deepened our understanding of quantum…

High Energy Physics - Lattice · Physics 2020-10-16 Mari Carmen Bañuls , Krzysztof Cichy

We discuss an instability in the leapfrog integration algorithm, widely used in current Hybrid Monte Carlo (HMC) simulations of lattice QCD. We demonstrate the instability in the simple harmonic oscillator (SHO) system where it is manifest.…

High Energy Physics - Lattice · Physics 2007-05-23 B. Joo , UKQCD Collaboration

In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…

Computational Finance · Quantitative Finance 2024-07-29 Devang Sinha , Siddhartha P. Chakrabarty

A metric tensor for Riemann manifold Monte Carlo particularly suited for non-linear Bayesian hierarchical models is proposed. The metric tensor is built from symmetric positive semidefinite log-density gradient covariance (LGC) matrices,…

Computation · Statistics 2023-10-20 Tore Selland Kleppe

Variational minimization of tensor network states enables the exploration of low energy states of lattice gauge theories. However, the exact numerical evaluation of high-dimensional tensor network states remains challenging in general. In…

Quantum Physics · Physics 2020-10-12 Patrick Emonts , Mari Carmen Bañuls , J. Ignacio Cirac , Erez Zohar

Sampling topological quantities in the Monte Carlo simulation of Lattice Gauge Theory becomes challenging as we approach the continuum limit of the theory. In this work, we introduce a Conditional Normalizing Flow (C-NF) model to sample…

High Energy Physics - Lattice · Physics 2023-11-01 Ankur Singha , Dipankar Chakrabarti , Vipul Arora

Sampling-based methods have become a cornerstone of contemporary approaches to Model Predictive Control (MPC), as they make no restrictions on the differentiability of the dynamics or cost function and are straightforward to parallelize.…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots

The problem of predicting the training time of machine learning (ML) models has become extremely relevant in the scientific community. Being able to predict a priori the training time of an ML model would enable the automatic selection of…

Machine Learning · Computer Science 2023-09-21 Francesca Marzi , Giordano d'Aloisio , Antinisca Di Marco , Giovanni Stilo

Assume interest is in sampling from a probability distribution $\mu$ defined on $(\mathsf{Z},\mathscr{Z})$. We develop a framework for sampling algorithms which takes full advantage of ODE numerical integrators, say…

Computation · Statistics 2025-02-17 Christophe Andrieu , Mauro Camara Escudero , Chang Zhang

We report on a study of the autocorrelation times of the local version of the Hybrid Monte Carlo (LHMC) algorithm for pure gauge $SU(3)$. We compare LHMC to standard multi-hit Metropolis and to the global version of the same HMC. For every…

High Energy Physics - Lattice · Physics 2009-10-22 P. Marenzoni , L. Pugnetti , P. Rossi

Learned field transformations may help address ubiquitous critical slowing down and signal-to-noise problems in lattice field theory. In the context of an annealed sequence of distributions, field transformations are defined by integrating…

High Energy Physics - Lattice · Physics 2026-03-03 Michael S. Albergo , Gurtej Kanwar

The last decade has seen an explosive growth of interest in exploiting developments in machine learning to accelerate lattice QCD calculations. On the sampling side, generative models are a promising approach to mitigating critical slowing…

High Energy Physics - Lattice · Physics 2025-02-24 Scott Lawrence

We discuss the prediction of critical behavior of lattice observables in SU(2) and SU(3) gauge theories. We show that feed-forward neural network, trained on the lattice configurations of gauge fields as input data, finds correlations with…

High Energy Physics - Lattice · Physics 2022-01-27 N. V. Gerasimeniuk , M. N. Chernodub , V. A. Goy , D. L. Boyda , S. D. Liubimov , A. V. Molochkov

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

Applications · Statistics 2026-04-29 Xianghao Meng , James L. Beck , Yong Huang , Hui Li

Machine-learned normalizing flows can be used in the context of lattice quantum field theory to generate statistically correlated ensembles of lattice gauge fields at different action parameters. This work demonstrates how these…

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

Computation · Statistics 2023-09-25 Sifan Liu