Related papers: Randomness Evaluation with the Discrete Fourier Tr…
We review the role of self-consistency in density functional theory. We apply a recent analysis to both Kohn-Sham and orbital-free DFT, as well as to Partition-DFT, which generalizes all aspects of standard DFT. In each case, the analysis…
In this work, we present a rigorous accuracy analysis of the quantum Fourier transform (QFT), that identifies three natural sources of accuracy degeneracy: (i) discretization accuracy inherited from classical sampling theory, (ii) accuracy…
The Discrete Fourier Transform (DFT) underpins the solution to many inverse problems commonly possessing missing or un-measured frequency information. This incomplete coverage of Fourier space always produces systematic artefacts called…
We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…
We study nonparametric estimation of the distribution function (DF) of a continuous random variable based on a ranked set sampling design using the exponentially tilted (ET) empirical likelihood method. We propose ET estimators of the DF…
This work presents a new procedure to extract features of grey-level texture images based on the discrete Schroedinger transform. This is a non-linear transform where the image is mapped as the initial probability distribution of a wave…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…
Density Functional Theory (DFT) is one of the most widely used methods for "ab initio" calculations of the structure of atoms, molecules, crystals, surfaces, and their interactions. Unfortunately, the customary introduction to DFT is often…
In many processes, the variations in underlying characteristics can be approximated by noisy multi-periodic patterns. If large-scale patterns are superimposed by a noise with long-range correlations, the detection of multi-periodic patterns…
In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…
We discuss several tests for whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly…
We determine the limiting empirical singular value distribution for random unitary matrices with Haar distribution and discrete Fourier transform (DFT) matrices when a random set of columns and rows is removed.
We study the problems of identity and closeness testing of $n$-dimensional product distributions. Prior works by Canonne, Diakonikolas, Kane and Stewart (COLT 2017) and Daskalakis and Pan (COLT 2017) have established tight sample complexity…
The Random Variable Transformation (RVT) method is a fundamental tool for determining the probability distribution function associated with a Random Variable (RV) Y=g(X), where X is a RV and g is a suitable transformation. In the usual…
The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining the probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic…
The nonlinear Fourier transform has the potential to overcome limits on performance and achievable data rates which arise in modern optical fiber communication systems when nonlinear interference is treated as noise. The periodic nonlinear…
Probability integral transforms (PITs) and empirical $p$-values are widely used to assess the calibration of predictive distributions. While exact PIT values are uniformly distributed under correct model specification, practical…
This paper introduces a new tool for time-series analysis: the Sliding Window Discrete Fourier Transform (SWDFT). The SWDFT is especially useful for time-series with local- in-time periodic components. We define a 5-parameter model for…
A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…
Parameters of the nuclear density functional theory (DFT) models are usually adjusted to experimental data. As a result they carry certain theoretical error, which, as a consequence, carries out to the predicted quantities. In this work we…