We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.
We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.
Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem. The maximum-entropy approach, based on Bayesian inference, is the most widely used method to tackle that problem. Although the approach is well established and among the most reliable and efficient ones, useful developments of the method and of its implementation are still possible. In addition, while a few free software implementations are available, a well-documented, optimized, general purpose, and user-friendly software dedicated to that specific task is still lacking. Here we analyze all aspects of the implementation that are critical for accuracy and speed and present a highly optimized approach to maximum entropy. Original algorithmic and conceptual contributions include (1) numerical approximations that yield a computational complexity that is almost independent of temperature and spectrum shape (including sharp Drude peaks in broad background, for example) while ensuring quantitative accuracy of the result whenever precision of the data is sufficient, (2) a robust method of choosing the entropy weight α that follows from a simple consistency condition of the approach and the observation that information- and noise-fitting regimes can be identified clearly from the behavior of χ^{2} with respect to α, and (3) several diagnostics to assess the reliability of the result. Benchmarks with test spectral functions of different complexity and an example with an actual physical simulation are presented. Our implementation, which covers most typical cases for fermions, bosons, and response functions, is available as an open source, user-friendly software.
An outstanding problem in the simulation of condensed-matter phenomena is how to obtain dynamical information. We consider the numerical analytic continuation of imaginary-time quantum Monte Carlo data to obtain real-frequency spectral functions. This is an extremely ill-posed problem similar to the inversion of a Laplace transform. We suggest an image-reconstruction approach, which has been widely applied to data analysis in experimental research. Specifically, we apply the maximum-entropy method (ME) to the analytic continuation of quantum Monte Carlo data. We report encouraging preliminary results for the Fano-Anderson model of an impurity state in a continuum. The incorporation of additional prior information, such as sum rules and asymptotic behavior, can be expected to significantly improve results. We compare (ME) to alternative methods. We also discuss statistical error propagation for the analytic continuation problem via the likelihood function, which is independent of the choice of image-reconstruction method. This includes the sensitivity of the data to structure in the spectral function, the optimization of Monte Carlo simulations, and how to incorporate covariance in the statistical errors of the Monte Carlo method.
Abstract Many fields of physics use quantum Monte Carlo techniques, but struggle to estimate dynamic spectra via the analytic continuation of imaginary-time quantum Monte Carlo data. One of the most ubiquitous approaches to analytic continuation is the maximum entropy method (MEM). We supply a dual Newton optimization algorithm to be used within the MEM and provide analytic bounds for the algorithm’s error. The optimization algorithm is freely availible on github ( repository ). The MEM is typically used with Bryan’s controversial algorithm (Rothkopf 2020 Data 5 55). We present new theoretical issues that are not yet in the literature. Our algorithm has all the theoretical benefits of Bryan’s algorithm without these theoretical issues the implementation of the dual Newton optimizer within the MEM is freely available on github ( repository ). We compare the MEM with Bryan’s optimization to the MEM with our dual Newton optimization on test problems from lattice quantum chromodynamics and plasma physics. These comparisons show that in the presence of noise the dual Newton algorithm produces better estimates and error bars; this indicates the limits of Bryan’s algorithm’s applicability. We use the MEM to investigate authentic quantum Monte Carlo data for the uniform electron gas at warm dense matter conditions and further substantiate the roton-type feature in the dispersion relation.
The analytic continuation of imaginary-time quantum Monte Carlo data to extract real-frequency spectra remains a key problem in connecting theory with experiment. Here we present a fast and efficient stochastic optimization method (FESOM) as a more accessible variant of the stochastic optimization method introduced by Mishchenko et al. [Phys. Rev. B 62, 6317 (2000)], and we benchmark the resulting spectra with those obtained by the standard maximum entropy method for three representative test cases, including data taken from studies of the two-dimensional Hubbard model. We generally find that our FESOM approach yields spectra similar to the maximum entropy results. In particular, while the maximum entropy method yields superior results when the quality of the data is strong, we find that FESOM is able to resolve fine structure with more detail when the quality of the data is poor. In addition, because of its stochastic nature, the method provides detailed information on the frequency-dependent uncertainty of the resulting spectra, while the maximum entropy method does so only for the spectral weight integrated over a finite frequency region. We therefore believe that this variant of the stochastic optimization approach provides a viable alternative to the routinely used maximum entropy method, especially for data of poor quality.
The presence of dynamical information is a feature distinguishing a finite-temperature quantum Monte Carlo simulation from a classical one. We now discuss numerical methods for extracting this information that use techniques and concepts borrowed from an area of probability theory called Bayesian statistical inference. The use of these techniques and concepts provided a solution to the very difficult problem of analytically continuing imaginary-time Green's functions, estimated by a quantum Monte Carlo simulation, to the real-time axis. Baym and Mermin (1961) proved that a unique mapping between these functions exists. However, executing this mapping numerically, with a simulation's incomplete and noisy data, transforms the problem into one without a unique solution and thus into a problem of finding a “best” solution according to some reasonable criterion. Instead of executing the analytic continuation between imaginary- and real-time Green's functions, thereby obtaining real-time dynamics, we instead estimate the experimentally relevant spectral density function these Green's functions share. We present three “best” solutions and emphasize that making the simulation data consistent with the assumptions of the numerical approach is a key step toward finding any of these best solutions. Preliminary comments The title of this chapter, “Analytic Continuation,” is unusual in the sense that it describes the task we wish to accomplish instead of the method we use to accomplish it. If we used the name of the method, the title would be something like “Bayesian Statistical Inference Using an Entropic Prior.” A shorter title would be “The Maximum Entropy Method.”We hope by the end of the chapter the reader will agree that using the short title is perhaps too glib and the longer one has meaningful content.
Quantum Monte Carlo (QMC) methods are uniquely capable of providing exact simulations of quantum many-body systems. Unfortunately, the applications of a QMC simulation are limited because extracting dynamic properties requires solving the analytic continuation problem. Across the many fields that use QMC methods, there is no universally accepted analytic continuation algorithm for extracting dynamic properties, but many publications compare to the maximum entropy method. We investigate when entropy maximization is an acceptable approach. We show that stochastic sampling algorithms reduce to entropy maximization when the Bayesian prior is near to the true solution. We investigate when is Bryan’s controversial optimization algorithm [Bryan, for entropy maximization (sometimes known as the maximum entropy method—MEM) appropriate to use. We show that Bryan’s algorithm is appropriate when the noise is near zero or when the Bayesian prior is near the true solution. We also investigate the mean squared error, finding a better scaling when the Bayesian prior is near the true solution than when the noise is near zero. Together, these three results indicate that enhancing the quality of the Bayesian prior enhances the validity of the MEM and has better return on investment than reducing the noise. We point to examples of improved data-driven Bayesian priors that have already leveraged this advantage. We support these results by solving the double Gaussian problem using both Bryan’s algorithm and the newly formulated dual approach to entropy maximization [Chuna , .