Stochastic automatic differentiation and the signal to noise problem

Abstract Lattice Field theory allows to extract properties of particles in strongly coupled quantum field theories by studying Euclidean vacuum expectation values. When estimated from numerical Monte Carlo simulations these are typically affected by the so called Signal to Noise problem: both the signal and the variance decay exponentially with the Euclidean time, but the variance decays slower, making the signal to noise ratio to degrade exponentially fast. In this work we show that writing correlators as derivatives with respect to sources and evaluating these derivatives using techniques of stochastic automatic differentiation can eliminate completely the signal to noise problem. We show some results in scalar field theories, and comment on the prospects for applicability in Gauge theories and QCD.

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Publication Details

Journal
The European Physical Journal C
Published
2025-09-20
DOI
https://doi.org/10.1140/epjc/s10052-025-14690-0
Primary Topic
Probabilistic and Robust Engineering Design
Type
article
Field-Weighted Citation Impact
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article

Stochastic automatic differentiation and the signal to noise problem

Guilherme Catumba, Alberto Ramos
The European Physical Journal C
Probabilistic and Robust Engineering Design
article

Stochastic automatic differentiation and the signal to noise problem

Guilherme Catumba, Alberto Ramos
article en

Abstract

Abstract Lattice Field theory allows to extract properties of particles in strongly coupled quantum field theories by studying Euclidean vacuum expectation values. When estimated from numerical Monte Carlo simulations these are typically affected by the so called Signal to Noise problem: both the signal and the variance decay exponentially with the Euclidean time, but the variance decays slower, making the signal to noise ratio to degrade exponentially fast. In this work we show that writing correlators as derivatives with respect to sources and evaluating these derivatives using techniques of stochastic automatic differentiation can eliminate completely the signal to noise problem. We show some results in scalar field theories, and comment on the prospects for applicability in Gauge theories and QCD.

The European Physical Journal CVol. 85(9)
Instituto de Física Corpuscular (ES), University of Milano-Bicocca (IT)
Openalex Percentile: Top 75%
Probabilistic and Robust Engineering Design
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