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We present SpM, a sparse modeling tool for the analytic continuation of imaginary-time Green's function, licensed under GNU General Public License version 3. In quantum Monte Carlo simulation, dynamic physical quantities such as…

Strongly Correlated Electrons · Physics 2019-10-02 Kazuyoshi Yoshimi , Junya Otsuki , Yuichi Motoyama , Masayuki Ohzeki , Hiroshi Shinaoka

We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for…

Strongly Correlated Electrons · Physics 2013-05-29 S. Fuchs , T. Pruschke , M. Jarrell

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…

Information Theory · Computer Science 2016-05-04 Tomoyuki Obuchi , Yoshiyuki Kabashima

A simple method for numerical analytic continuation is developed. It is designed to analytically continue the imaginary time (Matsubara frequency) quantum Monte Carlo simulation results to the real time (real frequency) domain. Such a…

Computational Physics · Physics 2018-12-07 Jian Wang , Sudip Chakravarty

This study explores the use of neural network-based analytic continuation to extract spectra from Monte Carlo data. We apply this technique to both synthetic and Monte Carlo-generated data. The training sets for neural networks are…

Disordered Systems and Neural Networks · Physics 2023-07-18 Kai-Wei Sun , Fa Wang

The term analytic continuation emerges in many branches of Mathematics, Physics, and, more generally, applied Science. Generally speaking, in many situations, given some amount of information that could arise from experimental or numerical…

Statistical Mechanics · Physics 2017-03-07 G. Bertaina , D. E. Galli , E. Vitali

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

We present a machine learning approach to the inversion of Fredholm integrals of the first kind. The approach provides a natural regularization in cases where the inverse of the Fredholm kernel is ill-conditioned. It also provides an…

Strongly Correlated Electrons · Physics 2016-12-16 Louis-Francois Arsenault , Richard Neuberg , Lauren A. Hannah , Andrew J. Millis

We formulate the problem of numerical analytic continuation in a way that lets us draw meaningful conclusions about properties of the spectral function based solely on the input data. Apart from ensuring consistency with the input data…

Other Condensed Matter · Physics 2017-01-11 Olga Goulko , Andrey S. Mishchenko , Lode Pollet , Nikolay Prokof'ev , Boris Svistunov

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

Sparse coding is a basic task in many fields including signal processing, neuroscience and machine learning where the goal is to learn a basis that enables a sparse representation of a given set of data, if one exists. Its standard…

Machine Learning · Computer Science 2015-03-04 Sanjeev Arora , Rong Ge , Tengyu Ma , Ankur Moitra

Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

Machine Learning · Statistics 2020-09-04 Quentin Bertrand , Mathurin Massias , Alexandre Gramfort , Joseph Salmon

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

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models…

Computational Physics · Physics 2026-02-12 Tobias Hülser , Sebastian Matera

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell
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