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Journal of Physics Conference Series

Application of Bayesian inference to stochastic analytic continuation

Sebastian Fuchs, Mark Jarrell, Thomas Pruschke

Published Jan 1, 2010• 12 citations
Publisher

Abstract

We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data. The algorithm is strictly based on principles of Bayesian statistical inference. It utilizes Monte Carlo simulations to calculate a weighted average of possible energy spectra. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum entropy calculation.

DOI
10.1088/1742-6596/200/1/012041

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We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data. The algorithm is strictly based on principles of Bayesian statistical inference. It utilizes Monte Carlo simulations to calculate a weighted average of possible energy spectra. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum entropy calculation.
We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.
Bayesian parametric analytic continuation (BPAC) is proposed for the analytic continuation of noisy imaginary-time Green's function data as, e.g., obtained by continuous-time quantum Monte Carlo simulations (CTQMC). Within BPAC, the spectral function is inferred from a suitable set of parametrized basis functions. Bayesian model comparison then allows to assess the reliability of different parametrizations. The required evidence integrals of such a model comparison are determined by nested sampling. Compared to the maximum entropy method (MEM), routinely used for the analytic continuation of CTQMC data, the presented approach allows to infer whether the data support specific structures of the spectral function. We demonstrate the capability of BPAC in terms of CTQMC data for an Anderson impurity model (AIM) that shows a generalized Kondo scenario and compare the BPAC reconstruction to the MEM as well as to the spectral function obtained from the real-time fork tensor product state impurity solver where no analytic continuation is required. Furthermore, we present a combination of MEM and BPAC and its application to an AIM arising from the ab initio treatment of SrVO3{\mathrm{SrVO}}_{3}SrVO3​.
We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of imaginary-time correlation functions computed by quantum Monte Carlo simulations. After reviewing the conventional maximum-entropy approach and established stochastic analytic continuation methods, we present several new developments in which the configurational entropy of the sampled spectrum plays a key role. Parametrizing the spectrum as a large number of δ-functions in continuous frequency space, an exact calculation of the entropy lends support to a simple goodness-of-fit criterion for the optimal sampling temperature. We also compare spectra sampled in continuous frequency with those from amplitudes sampled on a fixed frequency grid. Insights into the functional form of the entropy in different cases allow us to demonstrate equivalence in a generalized thermodynamic limit (large number of degrees of freedom) of the average spectrum and the maximum-entropy solution, with different parametrizations corresponding to different forms of the entropy in the prior probability. These results revise prevailing notions of the maximum-entropy method and its relationship to stochastic analytic continuation. In further developments of the sampling approach, we explore various adjustable (optimized) constraints that allow sharp low-temperature spectral features to be resolved, in particular at the lower frequency edge. The constraints, e.g., the location of the edge or the spectral weight of a quasi-particle peak, are optimized using a statistical criterion based on entropy minimization under the condition of optimal fit. We show with several examples that this method can correctly reproduce both narrow and broad quasi-particle peaks. We next introduce a parametrization for more intricate spectral functions with sharp edges, e.g., power-law singularities. We present tests with synthetic data as well as with real simulation data for the spin-1/2 Heisenberg chain, where a divergent edge of the dynamic structure factor is due to deconfined spinon excitations. Our results demonstrate that distortions of sharp edges or quasi-particle peaks, which arise with other analytic continuation methods, propagate and cause artificial spectral features also at higher energies. The constrained sampling methods overcome this problem and allow analytic continuation of spectra with sharp edge features at unprecedented fidelity. We present results for S=1/2 Heisenberg 2-leg and 3-leg ladders to illustrate the ability of the methods to resolve spectral features arising from both elementary and composite excitations. Finally, we also propose how the methods developed here could be used as “pre processors” for analytic continuation by machine learning. Edge singularities and narrow quasi-particle peaks being ubiquitous in quantum many-body systems, we expect the new methods to be broadly useful and take numerical analytic continuation to a new quantitative level in many applications.
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.