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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

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

One approach to confronting computational hardness is to try to understand the contribution of various parameters to the running time of algorithms and the complexity of computational tasks. Almost no computational tasks in real life are…

Computational Complexity · Computer Science 2011-11-23 Rodney G. Downey , Dimitrios M. Thilikos

This paper describes an algorithm for selecting a consistent set within the consistent histories approach to quantum mechanics and investigates its properties. The algorithm select from among the consistent sets formed by projections…

Quantum Physics · Physics 2007-05-23 Jim McElwaine

The main goal of this paper is to give a rigorous mathematical description of systems for processing quantum information. To do it authors consider abstract state machines as models of classical computational systems. This class of machines…

Computational Complexity · Computer Science 2012-06-12 Mizal Alobaidi , Andriy Batyiv , Grygoriy Zholtkevych

Some quantum algorithms have "quantum speedups": improved time complexity as compared with the best-known classical algorithms for solving the same tasks. Can we understand what fuels these speedups from an entropic perspective? Information…

Quantum Physics · Physics 2024-11-07 Jason Pollack , Dylan VanAllen

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

Statistical Mechanics · Physics 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

All computation is physically embedded. Reflecting this, a growing body of results embraces rate equations as the underlying mechanics of thermodynamic computation and biological information processing. Strictly applying the implied…

Statistical Mechanics · Physics 2021-06-09 Kyle J. Ray , Gregory W. Wimsatt , Alexander B. Boyd , James P. Crutchfield

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…

Mathematical Physics · Physics 2017-10-11 Sean Alan Ali , Carlo Cafaro

We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

A subjective survey of stochastic models of quantum mechanics is given along with a discussion of some key radiative processes, the clues they offer, and the difficulties they pose for this program. An electromagnetic basis for deriving…

Quantum Physics · Physics 2015-06-26 Mark P. Davidson

The anthropic principle is an inevitable constraint on the space of possible theories. As such it is central to determining the limits of physics. In particular, we contend that what is ultimately possible in physics is determined by…

General Relativity and Quantum Cosmology · Physics 2010-02-11 Navin Sivanandam

TThe problem is to identify a probability associated with a set of natural numbers, given an infinite data sequence of elements from the set. If the given sequence is drawn i.i.d. and the probability mass function involved (the target)…

Machine Learning · Computer Science 2014-07-14 Paul M. B. Vitanyi , Nick Chater

We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…

Statistics Theory · Mathematics 2026-03-18 Kabir Aladin Verchand , Ankit Pensia , Saminul Haque , Rohith Kuditipudi

This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large finite state space or a countably infinite state space. The…

Probability · Mathematics 2022-08-31 Alex Infanger , Peter W. Glynn

In a recent paper, Jurgens and Crutchfield [Phys. Rev. E {\bf 104}, 064107 (2021), called ``paper III" in the following] computed what they called the ``ambiguity rate" of hidden Markov processes, a concept supposedly introduced by Claude…

Statistical Mechanics · Physics 2025-11-13 Peter Grassberger

We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…

Artificial Intelligence · Computer Science 2013-02-08 Thomas L. Dean , Robert Givan , Sonia Leach
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