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

By Michael S. Albergo, Gurtej Kanwar, Phiala E. Shanahan. 2019

281 citations recorded by the source corpus.

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 ϕ4 theory in two dimensions.

Subfields: Condensed Matter Physics, Mathematical Physics, Statistics and Probability, Probabilistic & Bayesian Methods

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In Mathematical Physics

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In Probabilistic & Bayesian Methods

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  7. Meire Fortunato
  8. Steven L. Brunton

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