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Related papers: Adaptive Resummation of Markovian Quantum Dynamics

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We introduce an exact open system method to describe the dynamics of quantum systems that are strongly coupled to specific types of environments comprising of spins, such as central spin systems. Our theory is similar to the established…

Quantum Physics · Physics 2023-09-06 Valentin Link , Kimmo Luoma , Walter T. Strunz

Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…

Probability · Mathematics 2025-04-28 Axel Ringh , Akash Sharma

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…

Computation · Statistics 2011-11-01 Nimalan Mahendran , Ziyu Wang , Firas Hamze , Nando de Freitas

This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta\_{n+1} = \theta\_n + \gamma\_{n+1} H\_{\theta\_n}(X\_{n+1})$ where $\{\theta\_nn, n \geq 0\}$ is a $R^d$-valued sequence,…

Statistics Theory · Mathematics 2016-01-27 Gersende Fort , Eric Moulines , Amandine Schreck , Matti Vihola

A quantum stochastic model for an open dynamical system (quantum receiver) and output multi-channel of observation with an additive nonvacuum quantum noise is given. A quantum stochastic Master equation for the corresponding instrument is…

Quantum Physics · Physics 2015-06-26 V. P. Belavkin

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

We address the real-time dynamics of lattice quantum spin models coupled to single or multiple Markovian dissipative reservoirs using the method of closed hierarchies of correlation functions. This approach allows us to solve a number of…

Quantum Physics · Physics 2017-08-09 D. Mesterházy , F. Hebenstreit

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

The paper introduces a general framework for derivation of continuum equations governing meso-scale dynamics of large particle systems. The balance equations for spatial averages such as density, linear momentum, and energy were previously…

Mathematical Physics · Physics 2011-09-28 Alexander Panchenko , Lyudmyla L. Barannyk , Kevin Cooper

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

Computational Complexity · Computer Science 2010-03-09 Guy Bresler , Elchanan Mossel , Allan Sly

We consider the convergence of iterative solvers for problems of nonlinear magnetostatics. Using the equivalence to an underlying minimization problem, we can establish global linear convergence of a large class of methods, including the…

Numerical Analysis · Mathematics 2024-03-28 Herbert Egger , Felix Engertsberger , Bogdan Radu

Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…

Numerical Analysis · Mathematics 2016-04-12 Zhe Feng , Jinglai Li

The quantum statistics of damped optical solitons is studied using cumulant-expansion techniques. The effect of absorption is described in terms of ordinary Markovian relaxation theory, by coupling the optical field to a continuum of…

Quantum Physics · Physics 2009-10-31 E. Schmidt , L. Knoell , D. -G. Welsch

The visible dynamics of small-scale systems are strongly affected by unobservable degrees of freedom, which can belong either to external environments or internal subsystems and almost inevitably induce memory effects. Formally, such…

Statistical Mechanics · Physics 2025-01-22 Kay Brandner

The renormalization method based on the Taylor expansion for asymptotic analysis of differential equations is generalized to difference equations. The proposed renormalization method is based on the Newton-Maclaurin expansion. Several basic…

Classical Analysis and ODEs · Mathematics 2017-07-27 Cheng-shi Liu

We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…

Probability · Mathematics 2011-12-12 Andreas Eberle , Carlo Marinelli

In this article we investigate driven dissipative quantum dynamics of an ensemble of two-level systems given by a Markovian master equation with collective and non-collective dissipators. Exploiting the permutation symmetry in our model, we…

Quantum Physics · Physics 2021-02-03 Konrad Merkel , Valentin Link , Kimmo Luoma , Walter T. Strunz

We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows…

Numerical Analysis · Mathematics 2026-05-26 Jack DeChant , Rudy Geelen , Shane A. McQuarrie , Johann Guilleminot