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Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…

High Energy Physics - Lattice · Physics 2022-09-01 Lukas Kades , Martin Gärttner , Thomas Gasenzer , Jan M. Pawlowski

We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $\nu$ with respect to the natural measure on a manifold with metric $g$. We assume that the target density satisfies a log-Sobolev…

Machine Learning · Computer Science 2022-04-25 Khashayar Gatmiry , Santosh S. Vempala

Sampling from high-dimensional probability distributions is fundamental in machine learning and statistics. As datasets grow larger, computational efficiency becomes increasingly important, particularly in reducing adaptive complexity,…

Data Structures and Algorithms · Computer Science 2025-09-23 Huanjian Zhou , Masashi Sugiyama

Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for…

Machine Learning · Computer Science 2026-04-21 Kijung Jeon , Michael Muehlebach , Molei Tao

Langevin Dynamics has been extensively employed in global non-convex optimization due to the concentration of its stationary distribution around the global minimum of the potential function at low temperatures. In this paper, we propose to…

Optimization and Control · Mathematics 2023-05-22 Ryo Fujino

In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…

Machine Learning · Computer Science 2022-02-11 Jiaming Liang , Yongxin Chen

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…

Sampling from log-concave distributions is a well researched problem that has many applications in statistics and machine learning. We study the distributions of the form $p^{*}\propto\exp(-f(x))$, where…

Machine Learning · Computer Science 2019-09-13 Ruoqi Shen , Yin Tat Lee

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

Probability · Mathematics 2017-12-06 A. B. Duncan , N. Nuesken , G. A. Pavliotis

We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…

Mathematical Physics · Physics 2015-06-26 V. P. Belavkin

In this article we propose a novel method for sampling from Gibbs distributions of the form $\pi(x)\propto\exp(-U(x))$ with a potential $U(x)$. In particular, inspired by diffusion models we propose to consider a sequence $(\pi^{t_k})_k$ of…

Optimization and Control · Mathematics 2025-04-04 Andreas Habring , Alexander Falk , Thomas Pock

We investigate the importance of including quantized initial conditions in Langevin dynamics for adsorbates interacting with a thermal reservoir of electrons. For quadratic potentials the time evolution is exactly described by a classical…

Materials Science · Physics 2010-07-23 Thomas Olsen , Jakob Schiøtz

This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…

Methodology · Statistics 2016-05-30 Christopher Nemeth , Chris Sherlock , Paul Fearnhead

Fast computational algorithms are in constant demand, and their development has been driven by advances such as quantum speedup and classical acceleration. This paper intends to study search algorithms based on quantum walks in quantum…

Quantum Physics · Physics 2026-01-06 Yazhen Wang

Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…

Numerical Analysis · Mathematics 2026-05-05 Ivan Cheltsov , Federico Cornalba , Clarice Poon , Tony Shardlow

Free-energy-based adaptive biasing methods, such as Metadynamics, the Adaptive Biasing Force (ABF) and their variants, are enhanced sampling algorithms widely used in molecular simulations. Although their efficiency has been empirically…

Probability · Mathematics 2026-01-29 Tony Lelièvre , Xuyang Lin , Pierre Monmarché

The theoretical investigation of non-adiabatic processes is hampered by the complexity of the coupled electron-nuclear dynamics beyond the Born-Oppenheimer approximation. Classically, the simulation of such reactions is limited by the…

Quantum Physics · Physics 2021-01-06 Pauline J. Ollitrault , Guglielmo Mazzola , Ivano Tavernelli

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

Quantum Physics · Physics 2025-09-15 Mohammad Attrash , Roi Baer

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski

We study the problem of sampling from a distribution $\target$ using the Langevin Monte Carlo algorithm and provide rate of convergences for this algorithm in terms of Wasserstein distance of order $2$. Our result holds as long as the…

Computation · Statistics 2016-07-04 Thomas Bonis