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Related papers: Numerical analytic continuation of Euclidean data

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We consider compartmental models in epidemiology. For the study of the divergence of the stochastic model from its corresponding deterministic limit (i.e., the solution of an ODE) for long time horizon, a large deviations principle suggests…

Probability · Mathematics 2015-01-16 Peter Kratz , Etienne Pardoux , Brice Samegni Kepgnou

In this work we study qualitative properties of real analytic bounded maps. The main tool is approximation of real valued functions analytic in rectangular domains of the complex plane by continued g-fractions of Wall. As an application,…

Dynamical Systems · Mathematics 2018-08-21 Alexei Tsygvintsev

Spectral methods, thanks to their high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the collisional kinetic equations of Boltzmann type, such as the Boltzmann-Nordheim equation. This…

Numerical Analysis · Mathematics 2021-10-27 Alexandre Mouton , Thomas Rey

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…

Statistics Theory · Mathematics 2014-02-05 Guang Cheng , Lan Zhou , Jianhua Z. Huang

In this paper we aim to use different metrics in the Euclidean space and Sobolev type metrics in function spaces in order to produce reliable parameters for the differentiation of point distributions and dynamical systems. The main tool is…

Information Theory · Computer Science 2022-10-21 Dalma Bilbao , Hugo Aimar , Diego M. Mateos

We show that various formulations (e.g., dual and Kullback-Csiszar iterations) of estimation of maximum entropy (ME) models can be transformed to solving systems of polynomial equations in several variables for which one can use celebrated…

Information Theory · Computer Science 2008-04-08 Ambedkar Dukkipati

In the regime of two-sample comparison, tests based on a graph constructed on observations by utilizing similarity information among them is gaining attention due to their flexibility and good performances for high-dimensional/non-Euclidean…

Methodology · Statistics 2019-02-13 Jingru Zhang , Hao Chen

In this paper, a fully implicit Crank-Nicolson discontinuous Galerkin method is proposed for solving the Ginzburg-Landau equation. By leveraging a novel analytical technique, we rigorously establish the unique solvability of the constructed…

Numerical Analysis · Mathematics 2025-11-27 Xianxian Cao , Zhen Guan , Junjun Wang

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2015-08-04 Yuval Harel , Ron Meir , Manfred Opper

We consider the problem of undirected graphical model inference. In many applications, instead of perfectly recovering the unknown graph structure, a more realistic goal is to infer some graph invariants (e.g., the maximum degree, the…

Statistics Theory · Mathematics 2017-07-31 Junwei Lu , Matey Neykov , Han Liu

This article describes an optimal method (conflation) to consolidate data from different experiments, and illustrates the advantages of conflation by graphical examples involving gaussian input distributions, and by a concrete numerical…

Data Analysis, Statistics and Probability · Physics 2009-02-02 Theodore P. Hill , Jack Miller

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

The maximum entropy method is shown to be a special limit of the stochastic analytic continuation method introduced by Sandvik [Phys. Rev. B 57, 10287 (1998)]. We employ a mapping between the analytic continuation problem and a system of…

Strongly Correlated Electrons · Physics 2007-05-23 K. S. D. Beach

In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…

Probability · Mathematics 2009-09-29 Philippe Barbe

This work presents an efficient numerical method to evaluate the free energy density and associated thermodynamic quantities of (quasi) one-dimensional classical systems, by combining the transfer operator approach with a numerical…

Numerical Analysis · Mathematics 2021-03-09 Christian B. Mendl , Folkmar Bornemann

In the first part of this thesis, we present a general technique for establishing local and uniform continuity bounds for Schur concave functions. Our technique uses a particular relationship between majorization and the trace distance…

Quantum Physics · Physics 2020-10-07 Eric P. Hanson

We present a novel approach to the inference of spectral functions from Euclidean time correlator data that makes close contact with modern Bayesian concepts. Our method differs significantly from the maximum entropy method (MEM). A new set…

High Energy Physics - Lattice · Physics 2013-11-13 Yannis Burnier , Alexander Rothkopf

This article proposes new perspectives for developing derivative based numerical algorithms, supported by the introduction of a generalized derivative operators. It demonstrates that these operators have the potential to enhance and extend…

General Mathematics · Mathematics 2026-01-13 Flavio Barbosa , Fernando Nogueira

Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…

Machine Learning · Computer Science 2024-04-02 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Arto Klami