ترغب بنشر مسار تعليمي؟ اضغط هنا

Many-Configuration Markov-Chain Monte Carlo

87   0   0.0 ( 0 )
 نشر من قبل Riccardo Rossi
 تاريخ النشر 2021
  مجال البحث فيزياء
والبحث باللغة English




اسأل ChatGPT حول البحث

We propose a minimal generalization of the celebrated Markov-Chain Monte Carlo algorithm which allows for an arbitrary number of configurations to be visited at every Monte Carlo step. This is advantageous when a parallel computing machine is available, or when many biased configurations can be evaluated at little additional computational cost. As an example of the former case, we report a significant reduction of the thermalization time for the paradigmatic Sherrington-Kirkpatrick spin-glass model. For the latter case, we show that, by leveraging on the exponential number of biased configurations automatically computed by Diagrammatic Monte Carlo, we can speed up computations in the Fermi-Hubbard model by two orders of magnitude.

قيم البحث

اقرأ أيضاً

143 - Shi-Xin Zhang , Zhou-Quan Wan , 2019
Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the general t heory enabling infinite-order automatic differentiation on expectations computed by Monte Carlo with unnormalized probability distributions, which we call automatic differentiable Monte Carlo (ADMC). By implementing ADMC algorithms on computational graphs, one can also leverage state-of-the-art machine learning frameworks and techniques to traditional Monte Carlo applications in statistics and physics. We illustrate the versatility of ADMC by showing some applications: fast search of phase transitions and accurately finding ground states of interacting many-body models in two dimensions. ADMC paves a promising way to innovate Monte Carlo in various aspects to achieve higher accuracy and efficiency, e.g. easing or solving the sign problem of quantum many-body models through ADMC.
Quantum Monte Carlo belongs to the most accurate simulation techniques for quantum many-particle systems. However, for fermions, these simulations are hampered by the sign problem that prohibits simulations in the regime of strong degeneracy. The sit uation changed with the development of configuration path integral Monte Carlo (CPIMC) by Schoof textit{et al.} [T. Schoof textit{et al.}, Contrib. Plasma Phys. textbf{51}, 687 (2011)] that allowed for the first textit{ab initio} simulations for dense quantum plasmas. CPIMC also has a sign problem that occurs when the density is lowered, i.e. in a parameter range that is complementary to traditional QMC formulated in coordinate space. Thus, CPIMC simulations for the warm dense electron gas are limited to small values of the Brueckner parameter -- the ratio of the interparticle distance to the Bohr radius -- $r_s=bar{r}/a_B lesssim 1$. In order to reach the regime of stronger coupling (lower density) with CPIMC, here we investigate additional restrictions on the Monte Carlo procedure. In particular, we introduce two differe
An important task in machine learning and statistics is the approximation of a probability measure by an empirical measure supported on a discrete point set. Stein Points are a class of algorithms for this task, which proceed by sequentially minimisi ng a Stein discrepancy between the empirical measure and the target and, hence, require the solution of a non-convex optimisation problem to obtain each new point. This paper removes the need to solve this optimisation problem by, instead, selecting each new point based on a Markov chain sample path. This significantly reduces the computational cost of Stein Points and leads to a suite of algorithms that are straightforward to implement. The new algorithms are illustrated on a set of challenging Bayesian inference problems, and rigorous theoretical guarantees of consistency are established.
We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler on an ext ended space. We present empirical results that show significant improvements in mixing rates relative to both non-interacting PMCMC samplers, and a single PMCMC sampler with an equivalent memory and computational budget. An additional advantage of the iPMCMC method is that it is suitable for distributed and multi-core architectures.
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a deterministic dynam ics which is modified using a Markov transition kernel at random event times. These methods enjoy remarkable features including the ability to update only a subset of the state components while other components implicitly keep evolving and the ability to use an unbiased estimate of the gradient of the log-target while preserving the target as invariant distribution. However, they also suffer from important limitations. The deterministic dynamics used so far do not exploit the structure of the target. Moreover, exact simulation of the event times is feasible for an important yet restricted class of problems and, even when it is, it is application specific. This limits the applicability of these techniques and prevents the development of a generic software implementation of them. We introduce novel MCMC methods addressing these shortcomings. In particular, we introduce novel continuous-time algorithms relying on exact Hamiltonian flows and novel non-reversible discrete-time algorithms which can exploit complex dynamics such as approximate Hamiltonian dynamics arising from symplectic integrators while preserving the attractive features of continuous-time algorithms. We demonstrate the performance of these schemes on a variety of applications.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا