Self-learning Monte Carlo method: Continuous-time algorithm

The recently introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement this method in the framework of a continuous-time Monte Carlo...

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Bibliographic Details
Main Authors: Nagai, Yuki, Shen, Huitao, Qi, Yang, Liu, Junwei, Fu, Liang
Other Authors: Massachusetts Institute of Technology. Department of Physics
Format: Article
Language:English
Published: American Physical Society 2018
Online Access:http://hdl.handle.net/1721.1/114482
https://orcid.org/0000-0001-8051-7349
https://orcid.org/0000-0002-8803-1017
Description
Summary:The recently introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement this method in the framework of a continuous-time Monte Carlo method with an auxiliary field in quantum impurity models. We introduce and train a diagram generating function (DGF) to model the probability distribution of auxiliary field configurations in continuous imaginary time, at all orders of diagrammatic expansion. By using DGF to propose global moves in configuration space, we show that the self-learning continuous-time Monte Carlo method can significantly reduce the computational complexity of the simulation.