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We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

Statistics Theory · Mathematics 2016-04-20 Ilya Soloveychik , Ami Wiesel

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…

Methodology · Statistics 2021-05-17 Peng Tang , Huijing Jiang , Heeyoung Kim , Xinwei Deng

In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard stochastic gradient descent method, its accelerated variant,…

Optimization and Control · Mathematics 2024-05-08 Jinlong Lei , Uday V. Shanbhag

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

We introduce the unambiguous quantum classifier based on Hamming distance measurements combined with classical post-processing. The proposed approach improves classification performance through a more effective use of ansatz expressivity,…

Quantum Physics · Physics 2026-04-03 Petr Ptáček , Paulina Lewandowska , Ryszard Kukulski

With a focus on universal quantum computing for quantum simulation, and through the example of lattice gauge theories, we introduce rather general quantum algorithms that can efficiently simulate certain classes of interactions consisting…

High Energy Physics - Lattice · Physics 2023-12-27 Zohreh Davoudi , Alexander F. Shaw , Jesse R. Stryker

The postulate of gauge invariance in nature does not lend itself directly to implementations of lattice gauge theories in modern setups of quantum synthetic matter. Unavoidable gauge-breaking errors in such devices require gauge invariance…

In the computation of the material properties of random alloys, the method of "special quasirandom structures" attempts to approximate the properties of the alloy on a finite volume with higher accuracy by replicating certain statistics of…

Analysis of PDEs · Mathematics 2019-07-01 Julian Fischer , Michael Kniely

For the first time, we compute non-perturbatively, i.e. without lattice perturbation theory, the renormalization constants of two-fermion operators in the quenched approximation at $\beta=6.0$, 6.2 and 6.4 using the Wilson and the…

High Energy Physics - Phenomenology · Physics 2009-10-31 V. Gimenez

We demonstrate that lattice QCD calculations can be made $10^3$--$10^6$ times faster by using very coarse lattices. To obtain accurate results, we replace the standard lattice actions by perturbatively-improved actions with tadpole-improved…

High Energy Physics - Lattice · Physics 2009-10-28 M. Alford , W. Dimm , G. P. Lepage , G. Hockney , P. B. Mackenzie

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…

Methodology · Statistics 2015-06-18 Anestis Touloumis

We consider abelian gauge theories on a lattice and develop properties of an axial gauge that is covariant under lattice symmetries. Particular attention is paid to a version that behaves nicely under block averaging renormalization group…

Mathematical Physics · Physics 2015-06-11 J. Dimock

We propose improved estimators to compute the reweighting factors which are needed for lattice QCD calculations that rely on twisted-mass reweighting for the light quark contribution and the Rational Hybrid Monte Carlo (RHMC) algorithm for…

High Energy Physics - Lattice · Physics 2024-03-19 Simon Kuberski

Efficient and realistic error decoding is crucial for fault-tolerant quantum computation (FTQC) on near-term devices. While decoding is a classical post-processing task, its effectiveness depends on accurately modeling quantum noise, which…

Quantum Physics · Physics 2025-09-10 Yi Tian , Y. Zheng , Xiaoting Wang , Ching-Yi Lai

Lattice QCD simulations are computationally expensive, with the solution of the Dirac equation being the major computational bottleneck of many calculations. We introduce a novel gauge-equivariant neural-network architecture for…

High Energy Physics - Lattice · Physics 2026-04-23 Simon Pfahler , Daniel Knüttel , Christoph Lehner , Tilo Wettig

The relative smoothing rates of various gauge field smoothing algorithms are investigated on ${\cal O}(a^2)$-improved $\suthree$ Yang--Mills gauge field configurations. In particular, an ${\cal O}(a^2)$-improved version of APE smearing is…

High Energy Physics - Lattice · Physics 2010-03-04 Frederic D. R. Bonnet , Derek B. Leinweber , Anthony G. Williams , James M. Zanotti

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Machine Learning · Computer Science 2013-06-14 Cho-Jui Hsieh , Matyas A. Sustik , Inderjit S. Dhillon , Pradeep Ravikumar

Partially twisted boundary conditions are widely used for improving the momentum resolution in lattice computations of hadronic correlation functions. The method is however expensive since every additional twist requires computing…

High Energy Physics - Lattice · Physics 2021-12-17 Nils Asmussen , Alessandro Barone , Andreas Jüttner
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