中文
相关论文

相关论文: A projected complex Langevin sampling method for b…

200 篇论文

The design of translation symmetric bosonic codes, e.g., Gottesmann-Kitaev-Preskill and squeezed cat codes, is robust against photon loss, but the computation accuracy is limited by the available squeezing level. Here, we introduce the…

量子物理 · 物理学 2025-05-20 Suguru Endo , Keitaro Anai , Yuichiro Matsuzaki , Yuuki Tokunaga , Yasunari Suzuki

We propose an algorithm for the efficient and robust sampling of the posterior probability distribution in Bayesian inference problems. The algorithm combines the local search capabilities of the Manifold Metropolis Adjusted Langevin…

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…

计算物理 · 物理学 2010-07-08 Molei Tao , Houman Owhadi , Jerrold E. Marsden

Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…

机器学习 · 计算机科学 2025-11-19 Zhiyang Xun , Shivam Gupta , Eric Price

This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…

统计方法学 · 统计学 2012-10-25 Sofia C. Olhede , Hernando Ombao

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

化学物理 · 物理学 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

One reason for the well known fact that the Complex Langevin (CL) method sometimes fails to converge or converges to the wrong limit has been identified long ago: it is insufficient decay of the probability density either near infinity or…

高能物理 - 格点 · 物理学 2020-01-15 M. Scherzer , E. Seiler , D. Sexty , I. -O. Stamatescu

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

机器学习 · 统计学 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

We propose in this work a second-order Langevin sampler for the isothermal-isobaric ensemble (the NPT ensemble), preserving a positive volume for the simulation box. We first derive the suitable equations of motion for particles to be…

数值分析 · 数学 2024-12-24 Lei Li , Yuzhou Peng

Sampling from a high-dimensional probability distribution is a fundamental algorithmic task arising in wide-ranging applications across multiple disciplines, including scientific computing, computational statistics and machine learning.…

统计理论 · 数学 2026-05-11 Bin Yang , Xiaojie Wang

In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…

统计计算 · 统计学 2023-12-22 Björn Sprungk , Simon Weissmann , Jakob Zech

Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…

机器学习 · 计算机科学 2023-03-24 Tomas Geffner , Justin Domke

We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…

生物物理 · 物理学 2016-09-08 Ulrich H. E. Hansmann , Frank Eisenmenger , Yuko Okamoto

This paper presents a new method for modelling periodic signals having an aperiodic trend, using the method of variable projection. It is a major extension to the IEEE-standard 1057 by permitting the background to be time varying;…

信号处理 · 电气工程与系统科学 2023-11-21 Johannes Handler , Dimitar Ninevski , Paul O'Leary

We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…

数值分析 · 数学 2017-03-27 Sarah Osborn , Panayot Vassilevski , Umberto Villa

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…

机器学习 · 统计学 2016-12-21 Botond Cseke , David Schnoerr , Manfred Opper , Guido Sanguinetti

The ability to manipulate clouds of ultra-cold atoms is crucial for modern experiments on quantum manybody systems and quantum thermodynamics as well as future metrological applications of Bose-Einstein condensate. While optical…

系统与控制 · 电气工程与系统科学 2023-01-20 Andreas Deutschmann-Olek , Mohammadamin Tajik , Martino Calzavara , Jörg Schmiedmayer , Tommaso Calarco , Andreas Kugi

We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient…

强关联电子 · 物理学 2017-01-11 Sandro Sorella , Guglielmo Mazzola

Rotating systems in thermal equilibrium are ubiquitous in our world. In the context of high energy physics, rotations would affect the phase structure of QCD. However, the standard Monte-Carlo methods in rotating systems are problematic…

高能物理 - 理论 · 物理学 2023-08-23 Takehiro Azuma , Takeshi Morita , Hiroki Yoshida

We present a super-polynomial improvement in the precision scaling of quantum simulations for coupled classical-quantum systems in this paper. Such systems are found, for example, in molecular dynamics simulations within the…