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We numerically integrate finite two- and three-loop scalar integrals using the threshold subtraction method. This represents a first step towards extending our calculation of the $N_f$-part to the full NNLO virtual corrections for the…

High Energy Physics - Phenomenology · Physics 2024-08-01 Dario Kermanschah , Matilde Vicini

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

Multi-fidelity methods that use an ensemble of models to compute a Monte Carlo estimator of the expectation of a high-fidelity model can significantly reduce computational costs compared to single-model approaches. These methods use oracle…

Computation · Statistics 2026-03-12 Thomas Dixon , Alex Gorodetsky , John Jakeman , Akil Narayan , Yiming Xu

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

Covering a network with the minimum possible number of boxes can reveal interesting features for the network structure, especially in terms of self-similar or fractal characteristics. Considerable attention has been recently devoted to this…

Disordered Systems and Neural Networks · Physics 2009-11-13 Chaoming Song , Lazaros K. Gallos , Shlomo Havlin , Hernan A. Makse

We generalize universal relations between the multifractal exponent \alpha_0 for the scaling of the typical wave function magnitude at a (Anderson) localization-delocalization transition in two dimensions and the corresponding critical…

Disordered Systems and Neural Networks · Physics 2010-07-21 Hideaki Obuse , Arvind R. Subramaniam , Akira Furusaki , Ilya A. Gruzberg , Andreas W. W. Ludwig

Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…

Signal Processing · Electrical Eng. & Systems 2026-01-05 Jeongwoo Park , Seongkyu Jung , Kaiming Shen , Jeonghun Park

Over the last decade, it has been demonstrated that many systems in science and engineering can be modeled more accurately by fractional-order than integer-order derivatives, and many methods are developed to solve the problem of fractional…

Computer Vision and Pattern Recognition · Computer Science 2016-08-11 Qi Yang , Dali Chen , Tiebiao Zhao , YangQuan Chen

Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identification of the Hurst distribution (in particular, the scaling…

Methodology · Statistics 2025-01-31 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

We propose a generalization of multifractal analysis that is applicable to the critical regime of the Anderson localization-delocalization transition. The approach reveals that the behavior of the probability distribution of wavefunction…

Disordered Systems and Neural Networks · Physics 2010-08-02 Alberto Rodriguez , Louella J. Vasquez , Keith Slevin , Rudolf A. Römer

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…

Probability · Mathematics 2014-06-12 Danijel Grahovac , Nikolai N. Leonenko

Numerical simulations based on electronic structure calculations are finding ever growing applications in many areas of physics. A major limiting factor is however the cubic scaling of the algorithms used. Building on previous work [F. R.…

Materials Science · Physics 2009-11-11 Florian R. Krajewski , Michele Parrinello

Several methods of triclustering of three dimensional data require the specification of the cluster size in each dimension. This introduces a certain degree of arbitrariness. To address this issue, we propose a new method, namely the…

Machine Learning · Computer Science 2021-09-23 Dina Faneva Andriantsiory , Joseph Ben Geloun , Mustapha Lebbah

A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…

Numerical Analysis · Mathematics 2023-04-28 Annika Lang , Per Ljung , Axel Målqvist

Investigating many-body localization (MBL) using exact numerical methods is limited by the exponentialgrowth of the Hilbert space. However, localized eigenstates display multifractality and only extend over a vanishing fraction of the…

Disordered Systems and Neural Networks · Physics 2022-01-13 Francesca Pietracaprina , Nicolas Laflorencie

We present unit scaling, a paradigm for designing deep learning models that simplifies the use of low-precision number formats. Training in FP16 or the recently proposed FP8 formats offers substantial efficiency gains, but can lack…

Machine Learning · Computer Science 2023-06-01 Charlie Blake , Douglas Orr , Carlo Luschi

In this paper we propose a multiscale scanning method to determine active components of a quantity $f$ w.r.t. a dictionary $\mathcal{U}$ from observations $Y$ in an inverse regression model $Y=Tf+\xi$ with linear operator $T$ and general…

Methodology · Statistics 2017-06-28 Katharina Proksch , Frank Werner , Axel Munk

We study optimal investment with multiple assets in the presence of small proportional transaction costs. Rather than computing an asymptotically optimal no-trade region, we optimize over suitable trading frequencies. We derive explicit…

Portfolio Management · Quantitative Finance 2017-09-05 Ibrahim Ekren , Ren Liu , Johannes Muhle-Karbe

We present a fast multiscale approach for the network minimum logarithmic arrangement problem. This type of arrangement plays an important role in a network compression and fast node/link access operations. The algorithm is of linear…

Data Structures and Algorithms · Computer Science 2010-04-30 Ilya Safro , Boris Temkin

An algorithm for first-principles electronic structure calculations having a computational cost which scales linearly with the system size is presented. Our method exploits the real-space localization of the density matrix, and in this…

mtrl-th · Physics 2016-09-07 E. Hernandez , M. J. Gillan