相关论文: Improved Langevin Methods for Spin Systems

Tau leaping is a popular method for performing fast approximate simulation of certain continuous time Markov chain models typically found in chemistry and biochemistry. This method is known to perform well when the transition rates satisfy…

Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…

We study the Stochastic Gradient Langevin Dynamics (SGLD) algorithm for non-convex optimization. The algorithm performs stochastic gradient descent, where in each step it injects appropriately scaled Gaussian noise to the update. We analyze…

We consider the problem of learning models for forecasting multiple time-series systems together with discovering the leading indicators that serve as good predictors for the system. We model the systems by linear vector autoregressive…

Integrable spin systems possess interesting geometrical and gauge invariance properties and have important applications in applied magnetism and nanophysics. They are also intimately connected to the nonlinear Schr\"odinger family of…

We present two distinct topics: I) We describe the propagation of a spin-3/2 state in a background which preserves invariance under space translations and rotations but not under Lorentz boost transformations. We start by building a…

We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…

The paper proposes a model reduction algorithm for linear hybrid systems, i.e., hybrid systems with externally induced discrete events, with linear continuous subsystems, and linear reset maps. The model reduction algorithm is based on…

We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the…

Fourier acceleration is a technique used in Hybrid Monte Carlo simulations to decrease the autocorrelation between subsequent field configurations in the generated ensemble. It has been shown, in the perturbative limit, to eliminate the…

In this paper, we study a hierarchical SSOR (HSSOR) method which could be used as a standalone method or as a smoother for a two-grid method. It is found that the method leads to faster convergence compared to more costly incomplete LU…

In this paper, we propose new algebraic Gramians for continuous-time linear switched systems, which satisfy generalized Lyapunov equations. The main contribution of this work is twofold. First, we show that the ranges of those Gramians…

The complex Langevin method in conjunction with the gauge cooling is applied to the two-dimensional lattice $SU(2)$ Yang-Mills theory that is analytically solvable. We obtain strong numerical evidence that at large Langevin time the…

L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused Lasso (Tibshirani and Wang 2007), which allows for the…

It has been shown that the nonreversible overdamped Langevin dynamics enjoy better convergence properties in terms of spectral gap and asymptotic variance than the reversible one. In this article we propose a variance reduction method for…

This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…

A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…

In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…

The multigrid-reduction-in-time (MGRIT) technique has proven to be successful in achieving higher run-time speedup by exploiting parallelism in time. The goal of this article is to develop and analyze a MGRIT algorithm, using FCF-relaxation…

We study a U(1)-gauged 2-component spin system in 3 dimensions. For the gauge fields we use the Villain formulation with a constraint that removes lattice monopoles and in this form couple the gauge fields to 2-component spins. We discuss…