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Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

Amorphous systems have rapidly gained promise as novel platforms for topological matter. In this work we establish a scaling theory of amorphous topological phase transitions driven by the density of lattice points in two dimensions. By…

Mesoscale and Nanoscale Physics · Physics 2020-01-22 Isac Sahlberg , Alex Westström , Kim Pöyhönen , Teemu Ojanen

We propose the first Bayesian methods for detecting change points in high-dimensional mean and covariance structures. These methods are constructed using pairwise Bayes factors, leveraging modularization to identify significant changes in…

Methodology · Statistics 2024-11-25 Jaehoon Kim , Kyoungjae Lee , Lizhen Lin

This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even…

Methodology · Statistics 2023-11-07 Zhaoyuan Li , Jie Gao

We present an alternative protocol allowing for the preparation of critical states that instead of suffering from the critical slowing-down benefits from the critical speeding-up. Paradoxically, we prepare these states by going away from…

Quantum Physics · Physics 2022-05-11 Karol Gietka

The Motzkin and Fredkin chains are frustration-free models with exactly solvable ground states. Their $q$-deformations describe an exotic quantum phase transition from a disordered phase to an ordered one subject to domain-wall boundary…

Strongly Correlated Electrons · Physics 2026-03-03 Olai B. Mykland , Zhao Zhang

We propose an iterative proposal to estimate critical points for statistical models based on configurations by combing machine-learning tools. Firstly, phase scenarios and preliminary boundaries of phases are obtained by…

Disordered Systems and Neural Networks · Physics 2019-10-23 X. L. Zhao , L. B. Fu

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

We consider all totally asymmetric simple exclusion processes (TASEPs) whose transition probabilities are given in the Sch\"utz-type formulas and which jump with homogeneous rates. We show that the multi-point distribution of particle…

Probability · Mathematics 2023-01-10 Yuta Arai

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

Statistics Theory · Mathematics 2026-04-15 Ziang Niu , Zhimei Ren

We propose a method to numerically determine the location of a critical point in general systems using the finite-size scaling of Lee-Yang zeros. This method makes use of the fact that the ratios of Lee-Yang zeros on various spatial volumes…

High Energy Physics - Lattice · Physics 2025-04-28 Tatsuya Wada , Masakiyo Kitazawa , Kazuyuki Kanaya

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

Machine Learning · Statistics 2013-02-15 Azaden Khaleghi , Daniil Ryabko

We address the question whether the super-Heisenberg scaling for quantum estimation is realizable. We unify the results of two approaches. In the first one, the original system is compared with its copy rotated by the parameter dependent…

Quantum Physics · Physics 2018-04-25 Marek M. Rams , Piotr Sierant , Omjyoti Dutta , Paweł Horodecki , Jakub Zakrzewski

Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations. A simulation study was carried out, in this…

Statistics Theory · Mathematics 2011-07-18 Apostolos Batsidis , Nirian Martín , Leandro Pardo , Konstantinos Zografos

Scaling relations are used to study cross-overs, due to anisotropic spin interactions or single ion anisotropy, and due to disorder, in the thermodynamics and correlation functions near quantum-critical transitions. The principal results…

Strongly Correlated Electrons · Physics 2018-06-19 Chandra M. Varma

Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…

Statistics Theory · Mathematics 2016-12-09 Tomasz Gorecki , Lajos Horvath , Piotr Kokoszka

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

Probability · Mathematics 2019-12-02 Johann Gehringer , Xue-Mei Li

Quantum phase transitions are central to our understanding of why matter at very low temperatures can exhibit starkly different properties upon small changes of microscopic parameters. Accurately locating those transitions is challenging…

Statistical Mechanics · Physics 2021-09-23 Asmi Haldar , Krishnanand Mallayya , Markus Heyl , Frank Pollmann , Marcos Rigol , Arnab Das

We investigate the emergence of universal dynamical scaling in quantum critical spin systems adiabatically driven out of equilibrium, with emphasis on quench dynamics which involves non-isolated critical points (i.e., critical regions) and…

Statistical Mechanics · Physics 2009-11-13 Shusa Deng , Gerardo Ortiz , Lorenza Viola