相关论文: Selected inversion as key to a stable Langevin evo…

We prove, under mild conditions, that the stochastic gradient Langevin dynamics converges to a limiting law as time tends to infinity, even in the case where the driving data sequence is dependent.

Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…

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…

Using the eigen-mode of the QCD Dirac operator $\Slash D=\gamma^\mu D^\mu$, we develop a manifestly gauge-covariant expansion and projection of the QCD operators such as the Wilson loop and the Polyakov loop. With this method, we perform a…

This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…

The advantages of performing Langevin Dynamics in extended systems are discussed. A simple Langevin Dynamics scheme for producing the canonical ensemble is reviewed, and is then extended to the Hoover ensemble. We show that the resulting…

We derive the linear Langevin equation to describe the dynamics of the chiral phase transition above the critical temperature by applying the projection operator method to the Nambu-Jona-Lasinio model at finite temperature and density. The…

We provide a new convergence analysis of stochastic gradient Langevin dynamics (SGLD) for sampling from a class of distributions that can be non-log-concave. At the core of our approach is a novel conductance analysis of SGLD using an…

This paper derives a differential contraction condition for the existence of an orbitally-stable limit cycle in an autonomous system. This transverse contraction condition can be represented as a pointwise linear matrix inequality (LMI),…

One proposal to compute parton distributions from first principles is the large momentum effective theory (LaMET), which requires the Fourier transform of matrix elements computed non-perturbatively. Lattice quantum chromodynamics (QCD)…

We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio $\rho= \lim p/n$…

Complex Langevin dynamics can be used to perform numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is…

We study the deconfinement transition line in QCD for quark chemical potentials up to $\mu_q \sim 5 T$ ($\mu_B \sim 15 T$). To circumvent the sign problem we use the complex Langevin equation with gauge cooling. The plaquette gauge action…

We consider the constrained sampling problem where the goal is to sample from a target distribution on a constrained domain. We propose skew-reflected non-reversible Langevin dynamics (SRNLD), a continuous-time stochastic differential…

Simulations of full QCD at nonzero baryon density using light quark masses are presented. The sign problem is evaded by the usage of the complex Langevin equation. The simulations are stabilized by the gauge cooling procedure for small…

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 analyze the pressure and density equations of state of unpolarized non-relativistic fermions at finite temperature in one spatial dimension. For attractively interacting regimes, we perform a third-order lattice perturbation theory…

This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…

The eigenvalue spectrum $\rho(\lambda)$ of the Dirac operator is numerically calculated in lattice QCD with 2+1 flavors of dynamical domain-wall fermions. In the high-energy regime, the discretization effects become significant. We subtract…

A nonperturbative lattice study of QCD at finite chemical potential is complicated due to the complex fermion determinant and the sign problem. Here we apply the method of stochastic quantization and complex Langevin dynamics to this…