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Researchers working with mathematical models are often confronted by the related problems of parameter estimation, model validation, and model selection. These are all optimization problems, well-known to be challenging due to…

Quantitative Methods · Quantitative Biology 2016-04-04 Elizabeth Gross , Brent Davis , Kenneth L. Ho , Daniel J. Bates , Heather A. Harrington

This report is concerned with the efficiency of numerical methods for simulating quantum spin systems, with the aim to implement an improved method for simulation of a time-dependent Hamiltonian that displays chirped pulses at a high…

Quantum Physics · Physics 2023-12-29 Danny Goodacre

Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of…

Computation · Statistics 2016-11-16 Alexis Roche

We develop two numerical methods to solve the differential equations with deviating arguments for the motion of two charges in the action-at-a-distance electrodynamics. Our first method uses St\"urmer's extrapolation formula and assumes…

High Energy Physics - Theory · Physics 2011-07-19 I. N. Nikitin , J. De Luca

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…

Numerical Analysis · Mathematics 2014-05-05 Ben Adcock , Mark Richardson

We revisit the problem of determining the real-frequency density response in quantum fluids via analytical continuation of imaginary-time quantum Monte Carlo data. We demonstrate that the average spectrum method (ASM) is capable of…

Other Condensed Matter · Physics 2015-05-13 David R. Reichman , Eran Rabani

In Neri and Schneider (2012) we presented a method to recover the Maximum Entropy Density (MED) inferred from prices of call and digital options on a set of n strikes. To find the MED we need to numerically invert a one-dimensional function…

Pricing of Securities · Quantitative Finance 2012-12-19 Cassio Neri , Lorenz Schneider

Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…

Machine Learning · Computer Science 2024-07-17 Minbo Gao , Zhengfeng Ji , Fuchao Wei

Deriving effective Hamiltonian models plays an essential role in quantum theory, with particular emphasis in recent years on control and engineering problems. In this work, we present two symbolic methods for computing effective Hamiltonian…

Quantum Physics · Physics 2022-08-02 Boxi Li , Tommaso Calarco , Felix Motzoi

We outline two alternative schemes to perform numerical calculations in quantum field theory. In principle, both of these approaches are better suited to study phase structure than conventional Monte Carlo. The first method, Source…

High Energy Physics - Lattice · Physics 2009-09-29 R. Easther , D. D. Ferrante , G. S. Guralnik , D. Petrov

A number of modern learning tasks involve estimation from heterogeneous information sources. This includes classification with labeled and unlabeled data as well as other problems with analogous structure such as competitive (game…

Machine Learning · Computer Science 2013-01-07 Adrian Corduneanu , Tommi S. Jaakkola

QCD sum rules are analyzed with the help of the Maximum Entropy Method. We develop a new technique based on the Bayesion inference theory, which allows us to directly obtain the spectral function of a given correlator from the results of…

High Energy Physics - Phenomenology · Physics 2015-03-17 Philipp Gubler , Makoto Oka

We investigate the computational performance of various numerical methods for the integration of the equations of motion and the variational equations for some typical classical many-body models of condensed matter physics: the…

Computational Physics · Physics 2019-05-07 Carlo Danieli , Bertin Many Manda , Mithun Thudiyangal , Charalampos Skokos

The method of analytical continuation from imaginary to real chemical potential is tested in 2-color QCD. In comparison to previous studies in the same theory, an exact updating algorithm is used and simulations are performed closer to the…

High Energy Physics - Lattice · Physics 2009-09-29 P. Cea , L. Cosmai , M. D'Elia , A. Papa

Analytically continuing the von Neumann entropy from R\'enyi entropies is a challenging task in quantum field theory. While the $n$-th R\'enyi entropy can be computed using the replica method in the path integral representation of quantum…

High Energy Physics - Theory · Physics 2023-05-03 Chih-Hung Wu , Ching-Che Yen

The distributional analysis of Euclidean algorithms was carried out by Baladi and Vall\'{e}e. They showed the asymptotic normality of the number of division steps and associated costs in the Euclidean algorithm as a random variable on the…

Dynamical Systems · Mathematics 2025-10-27 Dohyeong Kim , Jungwon Lee , Seonhee Lim

The estimation of the signal location and intensity of a peak in a pulse height spectrum is important for x-ray and $\gamma$-ray spectroscopy, charged-particle spectrometry, liquid chromatography, and many other subfields. However, both the…

Data Analysis, Statistics and Probability · Physics 2021-03-03 Cade Rodgers , Christian Iliadis

We make remarks on the Maximum Entropy Method (MEM) for studies of the spectral function of hadronic correlators in finite temperature lattice QCD. We discuss the virtues and subtlety of MEM in the cases that one does not have enough number…

High Energy Physics - Lattice · Physics 2007-05-23 Takashi Umeda , Hideo Matsufuru

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss