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We study the maximum entropy (MaxEnt) approach for analytical continuation of spectral data from imaginary times to real frequencies. The total error is divided in a statistical error, due to the noise in the input data, and a systematic…

Data Analysis, Statistics and Probability · Physics 2010-11-16 O. Gunnarsson , M. W. Haverkort , G. Sangiovanni

Although maximum entropy method (maxEnt method) is currently the standard algorithm for extracting real frequency information from imaginary frequency Green function, still this method is beset with overfitting problem, which manifests…

Computational Physics · Physics 2018-11-06 Enzhi Li

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

We compare different methods for performing analytical continuation of spectral data from the imaginary time or frequency axis to the real frequency axis for the optical conductivity sigma(omega). We compare the maximum entropy (MaxEnt),…

Strongly Correlated Electrons · Physics 2015-05-20 O. Gunnarsson , M. W. Haverkort , G. Sangiovanni

A new algorithm for analytic continuation of noisy quantum Monte Carlo (QMC) data from the Matsubara domain to real frequencies is proposed. Unlike the widely used maximum-entropy (MaxEnt) procedure, our method is linear with respect to…

Strongly Correlated Electrons · Physics 2011-06-29 I. S. Krivenko , A. N. Rubtsov

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

Information about the pairing mechanism for superconductivity is contained in the spectral weight for the anomalous (Gorkov) Green function. In the most general case, this spectral weight can change sign on the positive real axis or even be…

Superconductivity · Physics 2015-09-09 A. Reymbaut , D. Bergeron , A. -M. S. Tremblay

Analytic continuation is an essential step in extracting information about the dynamical properties of physical systems from quantum Monte Carlo (QMC) simulations. Different methods for analytic continuation have been proposed and are still…

Computational Physics · Physics 2023-02-21 Khaldoon Ghanem , Erik Koch

The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in…

Data Analysis, Statistics and Probability · Physics 2012-02-16 Robert W. Johnson

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

The principle of maximum entropy (Maxent) is often used to obtain prior probability distributions as a method to obtain a Gibbs measure under some restriction giving the probability that a system will be in a certain state compared to the…

Information Theory · Computer Science 2019-06-26 Hector Zenil , Narsis A. Kiani , Jesper Tegnér

The analytical continuation average spectrum method (ASM) and maximum entropy (MaxEnt) method are applied to the dynamic response of a noninteracting resonant level model within the framework of the Kubo formula for electric conductivity.…

Strongly Correlated Electrons · Physics 2015-06-05 Eli Y. Wilner , Tal J. Levy , Eran Rabani

We study the continuity of the maximum-entropy inference map for two observables in finite dimensions. We prove that the continuity is equivalent to the strong continuity of the set-valued inverse numerical range map. This gives a…

Mathematical Physics · Physics 2016-05-17 Stephan Weis

The computation of transport coefficients, even in linear response, is a major challenge for theoretical methods that rely on analytic continuation of correlations functions obtained numerically in Matsubara space. While maximum entropy…

Strongly Correlated Electrons · Physics 2017-03-22 A. Reymbaut , A. -M. Gagnon , D. Bergeron , A. -M. S. Tremblay

A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete…

Statistics Theory · Mathematics 2022-08-23 Subhadeep , Mukhopadhyay

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

An important problem in many-body physics is to reconstruct the spectral density from the imaginary-time domain Green's function. Typically, the imaginary-time Green's function is generated by Monte Carlo methods. As the one-point fermionic…

Strongly Correlated Electrons · Physics 2026-02-24 Fakher Assaad , Johanna Erdmenger , Anika Götz , René Meyer , Martin Rackl , Yanick Thurn

The Maximum Entropy (MaxEnt) technique is applied to the derivation of the Gaussian Dispersion Plume Model as well as to more complex transport phenomena such as the one-dimensional advection equation, the one-dimensional diffusion…

Statistical Mechanics · Physics 2020-10-23 J. A. Secrest , J. M. Conroy , H. G. Miller

Inferring the input parameters of simulators from observations is a crucial challenge with applications from epidemiology to molecular dynamics. Here we show a simple approach in the regime of sparse data and approximately correct models,…

Methodology · Statistics 2022-04-06 Rainier Barrett , Mehrad Ansari , Gourab Ghoshal , Andrew D White

Analytic continuation maps imaginary-time Green's functions obtained by various theoretical/numerical methods to real-time response functions that can be directly compared with experiments. Analytic continuation is an important bridge…

Computational Physics · Physics 2022-05-31 Juan Yao , Ce Wang , Zhiyuan Yao , Hui Zhai
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