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We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang , Tien Kiat Tay , Robert H. Swendsen

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

We elucidate the mismatch between the $A$-anomaly coefficient and the coefficient of the logarithmic term in the entanglement entropy of a Maxwell field. In contrast to the usual assumptions about the protection of renormalization group…

High Energy Physics - Theory · Physics 2020-04-08 Horacio Casini , Marina Huerta , Javier M. Magan , Diego Pontello

We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…

Machine Learning · Statistics 2026-03-19 Max Schölpple , Liu Fanghui , Ingo Steinwart

OTOC has been used to characterize the information scrambling in quantum systems. Recent studies showed that local conserved quantities play a crucial role in governing the relaxation dynamics of OTOC in non-integrable systems. In…

Statistical Mechanics · Physics 2023-01-11 Vinitha Balachandran , Dario Poletti

Going beyond mimicking limited human experiences, recent studies show initial evidence that, like humans, large language models (LLMs) are capable of improving their abilities purely by self-correction, i.e., correcting previous responses…

Machine Learning · Computer Science 2024-11-19 Yifei Wang , Yuyang Wu , Zeming Wei , Stefanie Jegelka , Yisen Wang

This work introduces a novel and efficient Bayesian federated learning algorithm, namely, the Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC), for parameter estimation and uncertainty quantification. We establish rigorous…

Machine Learning · Computer Science 2024-07-10 Jiajun Liang , Qian Zhang , Wei Deng , Qifan Song , Guang Lin

Accelerated gradient methods have had significant impact in machine learning -- in particular the theoretical side of machine learning -- due to their ability to achieve oracle lower bounds. But their heuristic construction has hindered…

Computation · Statistics 2018-02-16 Michael Betancourt , Michael I. Jordan , Ashia C. Wilson

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Optimization and Control · Mathematics 2021-04-13 Michael Muehlebach , Michael I. Jordan

We consider an agent interacting with an unmodeled environment. At each time, the agent makes an observation, takes an action, and incurs a cost. Its actions can influence future observations and costs. The goal is to minimize the long-term…

Information Theory · Computer Science 2009-07-22 Vivek F. Farias , Ciamac C. Moallemi , Tsachy Weissman , Benjamin Van Roy

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CP^{N-1} model, we find a small improvement with the leading order transformation, which is however…

High Energy Physics - Lattice · Physics 2015-03-18 Georg P. Engel , Stefan Schaefer

Aggregators have emerged as crucial tools for the coordination of distributed, controllable loads. To be used effectively, an aggregator must be able to communicate the available flexibility of the loads they control, as known as the…

Optimization and Control · Mathematics 2022-06-01 Tongxin Li , Bo Sun , Yue Chen , Zixin Ye , Steven H. Low , Adam Wierman

The "folding algorithm"\cite{fold1} is a matrix product state algorithm for simulating quantum systems that involves a spatial evolution of a matrix product state. Hence, the computational effort of this algorithm is controlled by the…

Quantum Physics · Physics 2015-03-18 M. B. Hastings , R. Mahajan

We study via Monte Carlo simulation the dynamics of the Nagel-Schreckenberg model on a finite system of length L with open boundary conditions and parallel updates. We find numerically that in both the high and low density regimes the…

Statistical Mechanics · Physics 2015-05-14 Jan de Gier , Timothy M. Garoni , Zongzheng Zhou

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Optimization and Control · Mathematics 2022-02-02 Ugo Rosolia , Yingzhao Lian , Emilio T. Maddalena , Giancarlo Ferrari-Trecate , Colin N. Jones

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

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

We systematically test the performance of several Monte Carlo update schemes for the $(2+1)$d XY phase transition of quantum rotor model. By comparing the local Metropolis (LM), LM plus over-relaxation (OR), Wolff-cluster (WC), hybrid Monte…

Strongly Correlated Electrons · Physics 2022-04-12 Weilun Jiang , Gaopei Pan , Yuzhi Liu , Zi Yang Meng
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