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We construct matrix product steady state for a class of interacting particle systems where particles do not obey hardcore exclusion, meaning each site can occupy any number of particles subjected to the global conservation of total number…

Statistical Mechanics · Physics 2018-01-24 Amit Kumar Chatterjee , P. K. Mohanty

Developing deep generative models has been an emerging field due to the ability to model and generate complex data for various purposes, such as image synthesis and molecular design. However, the advancement of deep generative models is…

Calibration is a highly challenging task, in particular in multiple yield curve markets. This paper is a first attempt to study the chances and challenges of the application of machine learning techniques for this. We employ Gaussian…

Pricing of Securities · Quantitative Finance 2020-04-20 Sandrine Gümbel , Thorsten Schmidt

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

Mathematical Physics · Physics 2020-11-23 Leonid Pastur

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in…

Machine Learning · Statistics 2016-04-19 Alan D. Saul , James Hensman , Aki Vehtari , Neil D. Lawrence

We present a matrix product state (MPS) algorithm to approximate ground states of translationally invariant systems with periodic boundary conditions. For a fixed value of the bond dimension D of the MPS, we discuss how to minimize the…

Quantum Physics · Physics 2011-03-21 B. Pirvu , F. Verstraete , G. Vidal

We classify the different ways in which matrix product states (MPSs) can stay invariant under the action of matrix product operator (MPO) symmetries. This is achieved through a local characterization of how the MPSs, that generate a ground…

Strongly Correlated Electrons · Physics 2023-02-22 José Garre-Rubio , Laurens Lootens , András Molnár

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…

Probability · Mathematics 2011-12-07 Makoto Katori , Hideki Tanemura

We consider the problem of sparse matrix multiplication by the column row method in a distributed setting where the matrix product is not necessarily sparse. We present a surprisingly simple method for "consistent" parallel processing of…

Data Structures and Algorithms · Computer Science 2012-11-20 Andrea Campagna , Konstantin Kutzkov , Rasmus Pagh

We study products of random matrices in the regime where the number of terms and the size of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of the $\ell_2$ norm of such a product applied to any fixed…

Probability · Mathematics 2020-01-29 Boris Hanin , Mihai Nica

We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…

Statistical Mechanics · Physics 2018-03-14 Michael Wilkinson , John Grant

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Random tensor models which display multicritical behaviors in a remarkably simple fashion are presented. They come with entropy exponents \gamma = (m-1)/m, similarly to multicritical random branched polymers. Moreover, they are interpreted…

High Energy Physics - Theory · Physics 2015-06-03 Valentin Bonzom

We introduce a general model of stochastically generated matrix product states (MPS) in which the local tensors share a common distribution and form a strictly stationary sequence, without requiring spatial independence. Under natural…

Quantum Physics · Physics 2026-01-27 Lubashan Pathirana , Albert H. Werner

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

Machine Learning · Statistics 2009-11-30 Mauricio A. Álvarez , Neil D. Lawrence

While general quantum many-body systems require exponential resources to be simulated on a classical computer, systems of non-interacting fermions can be simulated exactly using polynomially scaling resources. Such systems may be of…

Strongly Correlated Electrons · Physics 2019-12-18 Norbert Schuch , Bela Bauer

Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not…

Probability · Mathematics 2022-06-15 Grigori Olshanski

We show how to construct relevant families of matrix product operators in one and higher dimensions. Those form the building blocks for the numerical simulation methods based on matrix product states and projected entangled pair states. In…

Quantum Physics · Physics 2010-05-04 V. Murg , J. I. Cirac , B. Pirvu , F. Verstraete

A generalization of matrix product states (MPS) is introduced which is suitable for describing interacting quantum systems in two and three dimensions. These scale-renormalized matrix-product states (SR-MPS) are based on a course-graining…

Strongly Correlated Electrons · Physics 2010-10-13 Anders W. Sandvik

We demonstrate how the matrix-product state formalism provides a flexible structure to solve the constrained optimization problem associated with the sequential generation of entangled multiqubit states under experimental restrictions. We…