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We present a generalization of the maximum entropy method to the analytic continuation of matrix-valued Green's functions. To treat off-diagonal elements correctly based on Bayesian probability theory, the entropy term has to be extended…

Strongly Correlated Electrons · Physics 2017-11-07 Gernot J. Kraberger , Robert Triebl , Manuel Zingl , Markus Aichhorn

In this paper, we propose a new analytic continuation method to extract real frequency spectral functions from imaginary frequency Green's functions of quantum many-body systems. This method is based on the pole representation of Matsubara…

Strongly Correlated Electrons · Physics 2024-05-15 Li Huang , Shuang Liang

Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…

Strongly Correlated Electrons · Physics 2018-11-05 Jae-Hoon Sim , Myung Joon Han

We revisit the classical problem of inverting dimension-reducing linear mappings using the maximum entropy (MaxEnt) criterion. In the literature, solutions are problem-dependent, inconsistent, and use different entropy measures. We propose…

Machine Learning · Computer Science 2024-07-22 Paul M Baggenstoss

The main goal of this paper is to extend and apply the principle of maximum entropy (MaxEnt) to incomplete quantum process estimation tasks. We will define a so-called process entropy function being the von Neumann entropy of the state…

Quantum Physics · Physics 2009-11-13 Mario Ziman

Inferring a quantum system from incomplete information is a common problem in many aspects of quantum information science and applications, where the principle of maximum entropy (MaxEnt) plays an important role. The quantum state…

Quantum Physics · Physics 2022-07-26 Shi-Yao Hou , Zipeng Wu , Jinfeng Zeng , Ningping Cao , Chenfeng Cao , Youning Li , Bei Zeng

In this work we present a direct comparison of three different numerical analytic continuation methods: the Maximum Entropy Method, the Backus-Gilbert method and the Schlessinger point or Resonances Via Pad\'{e} method. First, we perform a…

High Energy Physics - Phenomenology · Physics 2019-03-05 Ralf-Arno Tripolt , Philipp Gubler , Maksim Ulybyshev , Lorenz von Smekal

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

We investigate the possibility to assist the numerically ill-posed calculation of spectral properties of interacting quantum systems in thermal equilibrium by extending the imaginary-time simulation to a finite Schwinger-Keldysh contour.…

Strongly Correlated Electrons · Physics 2013-02-25 Andreas Dirks , Martin Eckstein , Thomas Pruschke , Philipp Werner

The single particle Green's function provides valuable information on the momentum and energy-resolved spectral properties for a strongly correlated system. In large-scale numerical calculations using quantum Monte Carlo (QMC), dynamical…

Strongly Correlated Electrons · Physics 2024-10-01 Maksymilian Kliczkowski , Lauren Keyes , Sayantan Roy , Thereza Paiva , Mohit Randeria , Nandini Trivedi , Maciej M. Maska

The Maximum Entropy Modeling Toolkit supports parameter estimation and prediction for statistical language models in the maximum entropy framework. The maximum entropy framework provides a constructive method for obtaining the unique…

cmp-lg · Computer Science 2008-02-03 Eric Sven Ristad

Many fields of physics use quantum Monte Carlo techniques, but struggle to estimate dynamic spectra via the analytic continuation of imaginary-time quantum Monte Carlo data. One of the most ubiquitous approaches to analytic continuation is…

Computational Physics · Physics 2025-10-10 Thomas Chuna , Nicholas Barnfield , Tobias Dornheim , Michael P. Friedlander , Tim Hoheisel

The Bayesian reconstruction entropy is considered an alternative to the Shannon-Jaynes entropy, as it does not exhibit the asymptotic flatness characteristic of the Shannon-Jaynes entropy and obeys the scale invariance. It is commonly…

High Energy Physics - Lattice · Physics 2024-01-02 Songlin Yang , Liang Du , Li Huang

Analytic continuation is a critical step in quantum many-body computations, connecting imaginary-time or Matsubara Green's functions with real-frequency spectral functions, which can be directly compared to experimental results. However,…

Strongly Correlated Electrons · Physics 2025-03-21 Li Huang , Changming Yue

The maximum entropy technique (MENT) is used to determine the distribution functions of physical values. MENT naturally combines required maximum entropy, the properties of a system and connection conditions in the form of restrictions…

High Energy Physics - Experiment · Physics 2007-05-23 B. Z. Belashev , M. K. Suleymanov

Recently Han and Heary proposed an approach to steady-state quantum transport through mesoscopic structures, which maps the non-equilibrium problem onto a family of auxiliary quantum impurity systems subject to imaginary voltages. We employ…

Strongly Correlated Electrons · Physics 2012-05-07 Andreas Dirks , Philipp Werner , Mark Jarrell , Thomas Pruschke

Ill-posed inverse problems of the form y = X p where y is J-dimensional vector of a data, p is m-dimensional probability vector which cannot be measured directly and matrix X of observable variables is a known J,m matrix, J < m, are…

Mathematical Physics · Physics 2012-08-27 M. Grendar, , M. Grendar

We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…

Strongly Correlated Electrons · Physics 2023-01-11 Hui Shao , Anders W. Sandvik

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen