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In this paper, we develop a simulation-based framework for regularized logistic regression, exploiting two novel results for scale mixtures of normals. By carefully choosing a hierarchical model for the likelihood by one type of mixture,…

Methodology · Statistics 2015-03-17 Robert B. Gramacy , Nicholas G. Polson

We present a detailed discussion of a novel dynamical renormalization group scheme: the Dynamically Driven Renormalization Group (DDRG). This is a general renormalization method developed for dynamical systems with non-equilibrium critical…

Condensed Matter · Physics 2009-10-28 Alessandro Vespignani , Stefano Zapperi , Vittorio Loreto

At low energies, the microscopic characteristics and changes of physical systems as viewed at different distance scales are described by universal scale invariant properties investigated by the Renormalization Group (RG) apparatus, an…

General Physics · Physics 2018-04-03 Eric Howard

The density-matrix renormalization group method (DMRG) has established itself over the last decade as the leading method for the simulation of the statics and dynamics of one-dimensional strongly correlated quantum lattice systems. In the…

Strongly Correlated Electrons · Physics 2011-01-04 Ulrich Schollwoeck

A distributed-memory parallelization strategy for the density matrix renormalization group is proposed for cases where correlation functions are required. This new strategy has substantial improvements with respect to previous works. A…

Strongly Correlated Electrons · Physics 2010-04-20 Julian Rincon , D. J. Garcia , K. Hallberg

Expanding and improving the repertoire of numerical methods for studying quantum lattice models is an ongoing focus in many-body physics. While the density matrix renormalization group (DMRG) has been established as a practically useful…

Strongly Correlated Electrons · Physics 2021-09-28 Maxwell Block , Johannes Motruk , Snir Gazit , Michael P. Zaletel , Zeph Landau , Umesh Vazirani , Norman Y. Yao

Randomized Uphill Climbing is a lightweight, stochastic search heuristic that has delivered state of the art equity alpha factors for quantitative hedge funds. I propose to generalize RUC into a model agnostic feature optimization framework…

Machine Learning · Computer Science 2025-05-08 Nguyen Van Thanh

A parameterization that is a modified version of a previous work is proposed for the returns and correlation matrix of financial time series and its properties are studied. This parameterization allows easy introduction of non-stationarity…

Physics and Society · Physics 2008-12-02 Andre C. R. Martins

This review paper uses renormalization group techniques for signal detection in nearly-continuous positive spectra. We highlight universal aspects of the analogue field-theory approach. The first aim is to present an extended…

High Energy Physics - Theory · Physics 2025-11-27 Vincent Lahoche , Dine Ousmane Samary , Mohamed Tamaazousti

Unlike the more commonly analyzed ECG or PPG data for activity classification, heart rate time series data is less detailed, often noisier and can contain missing data points. Using the BigIdeasLab_STEP dataset, which includes heart rate…

Machine Learning · Computer Science 2024-08-19 Michael Beekhuizen , Arman Naseri , David Tax , Ivo van der Bilt , Marcel Reinders

The numerical renormalization group (NRG) is rephrased as a variational method with the cost function given by the sum of all the energies of the effective low-energy Hamiltonian. This allows to systematically improve the spectrum obtained…

Quantum Physics · Physics 2013-05-23 Iztok Pizorn , Frank Verstraete

Stock market prediction with forecasting algorithms is a popular topic these days where most of the forecasting algorithms train only on data collected on a particular stock. In this paper, we enriched the stock data with related stocks…

Statistical Finance · Quantitative Finance 2020-02-17 Lior Sidi

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical…

Machine Learning · Statistics 2015-06-19 Jacob Andreas , Maxim Rabinovich , Dan Klein , Michael I. Jordan

In this paper, we focus on the interpretability of deep neural network. Our work is motivated by the renormalization group (RG) in statistical mechanics. RG plays the role of a bridge connecting microscopical properties and macroscopic…

Disordered Systems and Neural Networks · Physics 2022-12-02 Fuzhou Gong , Zigeng Xia

Forecasting future outcomes from recent time series data is not easy, especially when the future data are different from the past (i.e. time series are under temporal drifts). Existing approaches show limited performances under data drifts,…

Machine Learning · Computer Science 2022-11-23 Jaehoon Lee , Chan Kim , Gyumin Lee , Haksoo Lim , Jeongwhan Choi , Kookjin Lee , Dongeun Lee , Sanghyun Hong , Noseong Park

Modelling financial time series as a time change of a simpler process has been proposed in various forms over the years. One of such recent approaches is called volatility homogenisation decomposition, and has been designed specifically to…

Statistical Finance · Quantitative Finance 2014-07-01 Paweł Fiedor , Odd Magnus Trondrud

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

Complex networks have acquired a great popularity in recent years, since the graph representation of many natural, social and technological systems is often very helpful to characterize and model their phenomenology. Additionally, the…

Physics and Society · Physics 2009-02-06 Filippo Radicchi , Alain Barrat , Santo Fortunato , Jose J. Ramasco

This paper describes a methodology for automated univariate time series forecasting using regression trees and their ensembles: bagging and random forests. The key aspects that are addressed are: the use of an autoregressive approach and…

Machine Learning · Computer Science 2026-02-03 Francisco Martínez , María P. Frías

Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…

Machine Learning · Computer Science 2021-02-26 Xing Han , Sambarta Dasgupta , Joydeep Ghosh