Related papers: Noise, sign problems, and statistics
Gravitational wave detectors will need optimal signal-processing algorithms to extract weak signals from the detector noise. Most algorithms designed to date are based on the unrealistic assumption that the detector noise may be modeled as…
We continue a series of numerical experiments on many-body systems with random two-body interactions, by examining correlations in ratios in excitation energies of yrast $J$ = 0, 2, 4, 6, 8 states. Previous studies, limited only to $J$ =…
Collective phenomena in strongly nonequilibrium systems interacting with electromagnetic field are considered. Such systems are described by complicated nonlinear differential or integro-differential equations. The aim of this review is to…
I derive a loop representation for the canonical and grand-canonical partition functions for an interacting four-component Fermi gas in one spatial dimension and an arbitrary external potential. The representation is free of the "sign…
We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of…
A statistical field theory is developed to explore the density of states and spatial profile of `tail states' at the edge of the spectral support of a general class of disordered non-Hermitian operators. These states, which are identified…
Lattice field theory with the $\theta$ term suffers from the sign problem. The sign problem appears as flattening of the free energy. As an alternative to the conventional method, the Fourier transform method (FTM), we apply the maximum…
A numerical implementation scheme is presented for the recently developed many-body diffusion approach for identical particles, in the case of harmonic potentials. The procedure is free of the sign problem, by the introduction of the…
Lattice Monte Carlo calculations of interacting systems on non-bipartite lattices exhibit an oscillatory imaginary phase known as the phase or sign problem, even at zero chemical potential. One method to alleviate the sign problem is to…
It is well known that the use of the primitive second-order propagator in Path Integral Monte Carlo calculations of many-fermion systems leads to the sign problem. In this work, we show that by using the similarity-transformed Fokker-Planck…
We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a special case of interest. We study extensions of the test to cases where there are multiple channels…
Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…
This letter deals with the problem of state estimation for a class of systems involving linear dynamics with multiple quadratic output measurements. We propose a systematic approach to immerse the original system into a linear time-varying…
We address the problem of robust estimation of sparse high dimensional tensor elliptical graphical model. Most of the research focus on tensor graphical model under normality. To extend the tensor graphical model to more heavy-tailed…
The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…
The collective emission from a one-dimensional chain of interacting two-level atoms is investigated. We calculate the light scattered by dissipative few-excitation eigenstates in the far-field, and in particular focus on signatures of a…
A record is an entry in a time series that is larger or smaller than all previous entries. If the time series consists of independent, identically distributed random variables with a superimposed linear trend, record events are positively…
Studying the jamming transition of granular and colloidal systems, has lead to a proliferation of theoretical and numerical results formulated in the language of the eigenspectrum of the dynamical matrix for these disordered system. Only…
We study the sign problem in the Hubbard model on the hexagonal lattice away from half-filling using the Lefschetz thimbles method. We identify the saddle points, reduce their amount, and perform quantum Monte Carlo (QMC) simulations using…
Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…