English
Related papers

Related papers: Random matrix ensembles: Wang-Landau algorithm for…

200 papers

We propose an approach utilizing gamma-distributed random variables, coupled with log-Gaussian modeling, to generate synthetic datasets suitable for training neural networks. This addresses the challenge of limited real observations in…

Applications · Statistics 2025-07-01 Teemu Härkönen , Erik M. Vartiainen , Lasse Lensu , Matthew T. Moores , Lassi Roininen

We introduce methods for estimating the spectral density of a random field on a $d$-dimensional lattice from incomplete gridded data. Data are iteratively imputed onto an expanded lattice according to a model with a periodic covariance…

Methodology · Statistics 2019-08-12 Joseph Guinness

Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…

Methodology · Statistics 2015-07-21 Zhong Guan

This paper presents a stochastic Wang tiling based technique to compress or reconstruct disordered microstructures on the basis of given spatial statistics. Unlike the existing approaches based on a single unit cell, it utilizes a finite…

Materials Science · Physics 2012-10-24 Jan Novák , Anna Kučerová , Jan Zeman

Paying attention to the difference of density of states, \Delta ln g(E) = ln g(E+\Delta E) - ln g(E), we study the convergence of the Wang-Landau method. We show that this quantity is a good estimator to discuss the errors of convergence,…

Statistical Mechanics · Physics 2012-01-10 Yukihiro Komura , Yutaka Okabe

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

Machine Learning · Computer Science 2025-03-31 Z. Zarezadeh , N. Zarezadeh

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

Methodology · Statistics 2013-03-07 Cinzia Viroli

We present a simple method to obtain optimal posterior distributions and improve the quality of Bayesian inference with reduced human and computational effort. Bayes' Theorem is reformulated in the language of statistical mechanics, wherein…

Methodology · Statistics 2026-04-28 Alfred C. K. Farris

In quantum information geometry, the curvature of von-Neumann entropy and relative entropy induce a natural metric on the space of mixed quantum states. Here we use this information metric to construct a random matrix ensemble for states…

Quantum Physics · Physics 2026-01-26 Harry J. D. Miller

We review the application of the notion of local convergence on locally finite randomly rooted graphs, known as Benjamini-Schramm convergence, to the calculation of the global eigenvalue density of random matrices from the beta-Gaussian and…

Probability · Mathematics 2018-05-29 Sergio Andraus

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We present a universal technique for quantum state estimation based on the maximum-likelihood method. This approach provides a positive definite estimate for the density matrix from a sequence of measurements performed on identically…

Quantum Physics · Physics 2009-10-31 K. Banaszek , G. M. D'Ariano , M. G. A. Paris , M. F. Sacchi

We compare eigenvalue densities of Wigner random matrices whose elements are independent identically distributed (iid) random numbers with a Levy distribution and maximally random matrices with a rotationally invariant measure exhibiting a…

Statistical Mechanics · Physics 2013-05-29 Zdzislaw Burda , Jerzy Jurkiewicz , Maciej A. Nowak , Gabor Papp , Ismail Zahed

We present an efficient Monte-Carlo method for long-range interacting systems to calculate free energy as a function of an order parameter. In this method, a variant of the Wang-Landau method regarding the order parameter is combined with…

Statistical Mechanics · Physics 2015-03-18 Kazuya Watanabe , Munetaka Sasaki

The density matrix renormalization group method is generalized to one dimensional random systems. Using this method, the energy gap distribution of the spin-1/2 random antiferromagnetic Heisenberg chain is calculated. The results are…

Condensed Matter · Physics 2009-10-28 Kazuo Hida

We propose a novel diffusion map particle system (DMPS) for generative modeling, based on diffusion maps and Laplacian-adjusted Wasserstein gradient descent (LAWGD). Diffusion maps are used to approximate the generator of the corresponding…

Machine Learning · Statistics 2024-12-19 Fengyi Li , Youssef Marzouk

Boltzmann sampling is commonly used to uniformly sample objects of a particular size from large combinatorial sets. For this technique to be effective, one needs to prove that (1) the sampling procedure is efficient and (2) objects of the…

Data Structures and Algorithms · Computer Science 2023-04-11 Megan Bernstein , Matthew Fahrbach , Dana Randall

We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…

Numerical Analysis · Mathematics 2014-01-15 Josef Sifuentes , Zydrunas Gimbutas , Leslie Greengard