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A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

We construct a large class of completely positive and trace preserving non-Markovian dynamical maps for an open quantum system. These maps arise from a piecewise dynamics characterized by a continuous time evolution interrupted by jumps,…

Quantum Physics · Physics 2014-04-03 Bassano Vacchini

Every quantum system is coupled to an environment. Such system-environment interaction leads to temporal correlation between quantum operations at different times, resulting in non-Markovian noise. In principle, a full characterisation of…

Quantum Physics · Physics 2021-09-01 K. Goswami , C. Giarmatzi , C. Monterola , S. Shrapnel , J. Romero , F. Costa

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi

We propose a Bayesian nonparametric model based on Markov Chain Monte Carlo (MCMC) methods for unveiling the structure of the invariant global stable manifold from observed time-series data. The underlying unknown dynamical process is…

Applications · Statistics 2020-01-08 Spyridon J. Hatjispyros , Konstantinos Kaloudis

Master equations govern the time evolution of a quantum system interacting with an environment, and may be written in a variety of forms. Time-independent or memoryless master equations, in particular, can be cast in the well-known Lindblad…

Quantum Physics · Physics 2014-05-05 Michael J. W. Hall , James D. Cresser , Li Li , Erika Andersson

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

In this paper, we extend our research concerning the standard and linearized monotonicity methods for the inverse problem of the time harmonic elastic wave equation and introduce the modification of these methods for noisy data. In more…

Numerical Analysis · Mathematics 2025-04-07 Sarah Eberle-Blick

We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…

Statistics Theory · Mathematics 2020-03-12 Niko Lietzén , Lauri Viitasaari , Pauliina Ilmonen

We investigate what a snapshot of a quantum evolution - a quantum channel reflecting open system dynamics - reveals about the underlying continuous time evolution. Remarkably, from such a snapshot, and without imposing additional…

Quantum Physics · Physics 2009-11-13 M. M. Wolf , J. Eisert , T. S. Cubitt , J. I. Cirac

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…

Methodology · Statistics 2019-04-01 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

The time-convolutionless master equation for the electronic populations is derived for a generic electron-phonon Hamiltonian. The equation can be used in the regimes where the golden rule approach is not applicable. The equation is applied…

Materials Science · Physics 2009-11-11 Andrey Pereverzev , Eric R. Bittner

We present an empirical strategy to determine the Hamiltonian dynamics of a two-qubit system using only initialization and measurement in a single fixed basis. Signal parameters are estimated from measurement data using Bayesian methods…

Quantum Physics · Physics 2009-10-01 S. G. Schirmer , D. K. L. Oi

We study parameterized MDPs (PMDPs) in which the key parameters of interest are unknown and must be learned using Bayesian inference. One key defining feature of such models is the presence of "uninformative" actions that provide no…

Systems and Control · Electrical Eng. & Systems 2023-05-16 Michael Gimelfarb , Michael Jong Kim

Nonlinear effects are crucial in order to compute the cosmological matter power spectrum to the accuracy required by future generation surveys. Here, a new approach is presented, in which the power spectrum, the bispectrum and higher order…

Astrophysics · Physics 2009-11-13 Massimo Pietroni

In this paper we study the problem of recovering a structured but unknown parameter ${\bf{\theta}}^*$ from $n$ nonlinear observations of the form $y_i=f(\langle {\bf{x}}_i,{\bf{\theta}}^*\rangle)$ for $i=1,2,\ldots,n$. We develop a…

Machine Learning · Statistics 2016-10-25 Samet Oymak , Mahdi Soltanolkotabi

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

Large-scale quantum devices provide insights beyond the reach of classical simulations. However, for a reliable and verifiable quantum simulation, the building blocks of the quantum device require exquisite benchmarking. This benchmarking…

Quantum Physics · Physics 2022-02-16 Agnes Valenti , Guliuxin Jin , Julian Léonard , Sebastian D. Huber , Eliska Greplova

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell