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We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…

Machine Learning · Statistics 2017-03-01 Wesley Tansey , Karl Pichotta , James G. Scott

In this master thesis, a new approximation scheme to non-relativistic potential scattering is developed and discussed. The starting points are two exact path integral representations of the T-matrix, which permit the application of the…

Nuclear Theory · Physics 2010-01-15 Julien Carron

Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional double-barrier step (PDBS) options, the option price changing process is analogous to a particle moving in a finite symmetric…

Pricing of Securities · Quantitative Finance 2023-02-16 Qi Chen , Chao Guo

In studying the end-to-end distribution function $G(r,N)$ of a worm like chain by using the propagator method we have established that the combinatorial problem of counting the paths contributing to $G(r,N)$ can be mapped onto the problem…

Soft Condensed Matter · Physics 2009-11-07 Semjon Stepanow , Gunter M. Schuetz

A simple and efficient method for quantum Monte Carlo simulation is presented, based on discretization of the action in the path integral, and a Gaussian averaging of the potential, which works well e.g. with the Coulomb potential.

Computational Physics · Physics 2007-05-23 Jan Myrheim

The aim of the presented research is to give a rigorous mathematical approach to Feynman path integrals based on strong (pathwise) approximations based on simple random walks.

Mathematical Physics · Physics 2018-03-22 Tamás Szabados

In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…

Chaotic Dynamics · Physics 2007-05-23 E. Gozzi , M. Reuter

Two path integral representations for the $T$-matrix in nonrelativistic potential scattering are derived and proved to produce the complete Born series when expanded to all orders. They are obtained with the help of "phantom" degrees of…

Nuclear Theory · Physics 2009-07-28 R. Rosenfelder

The path integral formalism gives a very illustrative and intuitive understanding of quantum mechanics but due to its difficult sum over phases one usually prefers Schr\"odinger's approach. We will show that it is possible to calculate…

Quantum Physics · Physics 2007-05-23 A. Dullweber , E. R. Hilf , E. Mendel

The proton momentum distribution, accessible by deep inelastic neutron scattering, is a very sensitive probe of the potential of mean force experienced by the protons in hydrogen-bonded systems. In this work we introduce a novel estimator…

Computational Physics · Physics 2014-11-20 Lin Lin , Joseph Morrone , Roberto Car , Michele Parrinello

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…

Chaotic Dynamics · Physics 2015-05-13 Xavier Calbet , Ricardo Lopez-Ruiz

An integral over the interval $(0,\pi)$ is given for the cumulative distribution function of a sum of independent gamma random variables with different scale and shape parameters. The cumulative distribution function of a positive definite…

Probability · Mathematics 2024-12-18 Thomas Royen

Finding a local minimum or maximum of a function is often achieved through the gradient-descent optimization method. For a function in dimension d, the gradient requires to compute at each step d partial derivatives. This method is for…

Computational Physics · Physics 2018-05-01 Vincent Tejedor

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen

Based on a generalization of the stochastic quantization scheme we recently proposed a generalized, globally defined Faddeev-Popov path integral density for the quantization of Yang-Mills theory. In this talk first our approach on the whole…

High Energy Physics - Theory · Physics 2009-10-31 Helmuth Huffel , Gerald Kelnhofer

We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…

Mathematical Physics · Physics 2022-02-10 Stéphane Ouvry , Alexios P. Polychronakos

In this paper we consider in detail the connection between the problem of a polymer in a random medium and that of a quantum particle in a random potential. We are interested in a system of finite volume where the polymer is known to be…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yohannes Shiferaw , Yadin Y. Goldschmidt

Path reweighting is a principally exact method to estimate dynamic properties from biased simulations - provided that the path probability ratio matches the stochastic integrator used in the simulation. Previously reported path probability…

Chemical Physics · Physics 2021-03-02 Stefanie Kieninger , Bettina G. Keller

We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…

Data Structures and Algorithms · Computer Science 2024-02-14 David Gamarnik , Devin Smedira