Flow-based generative models for Markov chain Monte Carlo in lattice field theory

04/26/2019
by   M. S. Albergo, et al.
0

A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution approximating the desired Boltzmann distribution determined by the lattice action of the theory being studied. Training the model systematically improves autocorrelation times in the Markov chain, even in regions of parameter space where standard Markov chain Monte Carlo algorithms exhibit critical slowing down in producing decorrelated updates. Moreover, the model may be trained without existing samples from the desired distribution. The algorithm is compared with HMC and local Metropolis sampling for ϕ^4 theory in two dimensions.

READ FULL TEXT
research
07/13/2016

Ensemble preconditioning for Markov chain Monte Carlo simulation

We describe parallel Markov chain Monte Carlo methods that propagate a c...
research
06/03/2021

Machine Learning and Variational Algorithms for Lattice Field Theory

In lattice quantum field theory studies, parameters defining the lattice...
research
10/28/2016

Improving Sampling from Generative Autoencoders with Markov Chains

We focus on generative autoencoders, such as variational or adversarial ...
research
06/10/2016

Deep Directed Generative Models with Energy-Based Probability Estimation

Training energy-based probabilistic models is confronted with apparently...
research
12/11/2017

Towards reduction of autocorrelation in HMC by machine learning

In this paper we propose new algorithm to reduce autocorrelation in Mark...
research
02/03/2022

MRI Reconstruction via Data Driven Markov Chain with Joint Uncertainty Estimation

We introduce a framework that enables efficient sampling from learned pr...
research
12/31/2021

Machine Learning Trivializing Maps: A First Step Towards Understanding How Flow-Based Samplers Scale Up

A trivializing map is a field transformation whose Jacobian determinant ...

Please sign up or login with your details

Forgot password? Click here to reset