Sep 12 – 16, 2022
OAC conference center, Kolymbari, Crete, Greece.
Europe/Athens timezone

Automatic differentiation for Monte Carlo processes

Sep 15, 2022, 4:50 PM
20m
OAC conference center, Kolymbari, Crete, Greece.

OAC conference center, Kolymbari, Crete, Greece.

Talk Particle Physics Applications in Particle Physics

Speaker

Alberto Ramos Martinez (Univ. of Valencia and CSIC (ES))

Description

Automatic Differentiation (AD) techniques allows to determine the
Taylor expansion of any deterministic function. The generalization of
these techniques to stochastic problems is not trivial. In this work we explore two approaches to extend the ideas of AD to Monte Carlo processes, one based on reweighting (importance sampling) and another one based on the ideas from the lattice field theory community (numerical stochastic perturbation theory using the Hamiltonian formalism). We show
that, when convergence can be guaranteed, the approach based on NSPT is
able to converge to the Taylor expansion with a much smaller variance.

Primary authors

Alberto Ramos Martinez (Univ. of Valencia and CSIC (ES)) Mr Bryan Zaldivar (IFT Madrid) Mr Guilherme Telo (IFIC)

Presentation materials