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Machine-learning driven models have proven to be powerful tools for the identification of phases of matter. In particular, unsupervised methods hold the promise to help discover new phases of matter without the need for any prior…

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods (MCMC). The underlying unknown noise process (possibly) exhibits…

Methodology · Statistics 2018-07-04 Konstantinos Kaloudis , Spyridon J. Hatjispyros

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

We realize on an Atom-Chip a practical, experimentally undemanding, tomographic reconstruction algorithm relying on the time-resolved measurements of the atomic population distribution among atomic internal states. More specifically, we…

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

In this paper, we present an algorithm for effectively reconstructing an object from a set of its tomographic projections without any knowledge of the viewing directions or any prior structural information, in the presence of pathological…

Image and Video Processing · Electrical Eng. & Systems 2019-06-12 Ritwick Chaudhry , Arunabh Ghosh , Ajit Rajwade

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

Dynamical Systems · Mathematics 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

Numerical simulation of stochastic differential equations over long time intervals poses significant computational challenges. In this paper, we propose a novel recursive polynomial chaos evolution method that achieves model reduction…

Numerical Analysis · Mathematics 2026-05-06 Guillaume Bal , Shengbo Ma , Su Zhang , Zhiwen Zhang

In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…

Quantum Physics · Physics 2009-11-10 I. Kurniawan , M. R. James

In this paper, we consider the inverse boundary problems of recovering the time-dependent nonlinearity and damping term for a semilinear wave equation on a Riemannian manifold. The Carleman estimate and the construction of Gaussian beams…

Analysis of PDEs · Mathematics 2022-12-08 Song-Ren Fu

We present a non-iterative algorithm to reconstruct the isotropic acoustic wave speed from the measurement of the Neumann-to-Dirichlet map. The algorithm is designed based on the boundary control method and involves only computations that…

Analysis of PDEs · Mathematics 2020-09-03 Tianyu Yang , Yang Yang

Precise identification of parameters governing quantum processes is a critical task for quantum information and communication technologies. In this work we consider a setting where system evolution is determined by a parameterized…

Quantum Physics · Physics 2014-08-27 Jun Zhang , Mohan Sarovar

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support…

Machine Learning · Statistics 2019-01-28 Ashish Katiyar , Jessica Hoffmann , Constantine Caramanis

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

A two-dimensional tomographic problem is studied. The target is assumed to be a homogeneous object bounded by a smooth curve. A Non Uniform Rational Basis Splines (NURBS) curve is used as computational representation of the boundary. This…

Numerical Analysis · Mathematics 2017-08-08 Heikki Haario , Aki Kallonen , Marko Laine , Esa Niemi , Zenith Purisha , Samuli Siltanen

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

Methodology · Statistics 2026-04-13 Yonatan L. Ashenafi

Understanding how systems evolve over time often requires discovering the differential equations that govern their behavior. Automatically learning these equations from experimental data is challenging when the data are noisy or limited,…

Data Analysis, Statistics and Probability · Physics 2025-11-19 Oriol Cabanas-Tirapu , Sergio Cobo-Lopez , Savannah E. Sanchez , Forest L. Rohwer , Marta Sales-Pardo , Roger Guimerà

We derive an exact non-Markovian master equation that generalizes the previous work [Hu, Paz and Zhang, Phys. Rev. D {\bf 45}, 2843 (1992)] to damped harmonic oscillators with time-varying parameters. This is achieved by exploiting the…

Quantum Physics · Physics 2015-05-18 Kwong Wa Chang , C. K. Law

Non-Markovian noise presents a particularly relevant challenge in understanding and combating decoherence in quantum computers, yet is challenging to capture in terms of simple models. Here we show that a simple phenomenological dynamical…

Quantum Physics · Physics 2022-06-07 Haimeng Zhang , Bibek Pokharel , E. M. Levenson-Falk , Daniel Lidar
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