Restoring a smooth function from its noisy integrals
Other Statistics
2018-05-14 v2 Other Condensed Matter
Signal Processing
Data Analysis, Statistics and Probability
Abstract
Numerical (and experimental) data analysis often requires the restoration of a smooth function from a set of sampled integrals over finite bins. We present the bin hierarchy method that efficiently computes the maximally smooth function from the sampled integrals using essentially all the information contained in the data. We perform extensive tests with different classes of functions and levels of data quality, including Monte Carlo data suffering from a severe sign problem and physical data for the Green's function of the Fr\"ohlich polaron.
Cite
@article{arxiv.1707.07625,
title = {Restoring a smooth function from its noisy integrals},
author = {Olga Goulko and Nikolay Prokof'ev and Boris Svistunov},
journal= {arXiv preprint arXiv:1707.07625},
year = {2018}
}
Comments
11 pages, 9 figures, published version