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This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…

Econometrics · Economics 2023-04-11 Giovanni Urga , Fa Wang

The scaling behavior of the entanglement entropy in the two-dimensional random transverse field Ising model is studied numerically through the strong disordered renormalization group method. We find that the leading term of the entanglement…

Disordered Systems and Neural Networks · Physics 2009-11-13 Rong Yu , Hubert Saleur , Stephan Haas

We investigate and contrast, via the Wang-Landau (WL) algorithm, the effects of quenched bond randomness on the self-averaging properties of two Ising spin models in 2d. The random bond version of the superantiferromagnetic (SAF) square…

Statistical Mechanics · Physics 2008-10-31 N G Fytas , A Malakis

We show that for both single-Slater-Jastrow and Jastrow geminal power wave functions, the formal cost scaling of Hilbert space variational Monte Carlo can be reduced from fifth to fourth order in the system size, thus bringing it in line…

Strongly Correlated Electrons · Physics 2018-12-05 Haochuan Wei , Eric Neuscamman

Transverse mode-coupling instability (TMCI) with a high-frequency resonator wake is examined by the Nested Head-Tail Vlasov solver (NHT), where a Gaussian bunch in a parabolic potential (GP model) is represented by concentric rings in the…

Accelerator Physics · Physics 2018-07-05 Alexey Burov , Timofey Zolkin

The iterated conditional sequential Monte Carlo (i-CSMC) algorithm from Andrieu, Doucet and Holenstein (2010) is an MCMC approach for efficiently sampling from the joint posterior distribution of the $T$ latent states in challenging…

Computation · Statistics 2021-08-24 Axel Finke , Alexandre H. Thiery

We provide conditions that guarantee local rates of convergence in distribution of iterated random functions that are not nonexpansive mappings in locally compact Hadamard spaces. Our results are applied to stochastic instances of common…

Probability · Mathematics 2023-11-01 Neal Hermer , D. Russell Luke , Anja Sturm

High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…

Optimization and Control · Mathematics 2025-06-17 Bastien Batardière , Julien Chiquet , Joon Kwon , Julien Stoehr

Competing risk analysis considers event times due to multiple causes, or of more than one event types. Commonly used regression models for such data include 1) cause-specific hazards model, which focuses on modeling one type of event while…

Applications · Statistics 2017-04-27 Jiayi Hou , Anthony Paravati , Ronghui Xu , James Murphy

We study level number variance in a two-dimensional random matrix model characterized by a power-law decay of the matrix elements. The amplitude of the decay is controlled by the parameter b. We find analytically that at small values of b…

Disordered Systems and Neural Networks · Physics 2015-06-03 A. Ossipov , I. Rushkin , E. Cuevas

This paper is concerned with the state estimation problem for two-dimensional systems with asynchronous multichannel delays and energy harvesting constraints. In the system, each smart sensor has a certain probability of harvesting energy…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Yu Chen , Wei Wang

Clustered multistate process data are commonly encountered in multicenter observational studies and clinical trials. A clinically important estimand with such data is the marginal probability of being in a particular transient state as a…

Methodology · Statistics 2022-09-05 Wenxian Zhou , Giorgos Bakoyannis , Ying Zhang , Constantin T Yiannoutsos

We study critical behaviors of the reduced fidelity susceptibility for two neighboring sites in the one-dimensional transverse field Ising model. It is found that the divergent behaviors of the susceptibility take the form of square of…

Quantum Physics · Physics 2008-08-14 Jian Ma , Lei Xu , Xiaoguang Wang

We discuss a problem of parameter estimation for quantum two-level system, qubit system, in presence of unknown phase parameter. We analyze trade-off relations for mean-square errors when estimating relevant parameters with separable…

Quantum Physics · Physics 2016-03-29 Jun Suzuki

The rejection threshold used for e-values and e-processes is by default set to $1/\alpha$ for a guaranteed type-I error control at $\alpha$, based on Markov's and Ville's inequalities. This threshold can be wasteful in practical…

Statistics Theory · Mathematics 2025-10-06 Christopher Blier-Wong , Ruodu Wang

We investigate the dynamics of the quantum Ising model on two-dimensional square lattices up to $16 \times 16$ spins. In the ordered phase, the model is predicted to exhibit dynamically constrained dynamics, leading to confinement of…

Quantum Physics · Physics 2025-04-29 Luka Pavešić , Daniel Jaschke , Simone Montangero

We study a first-order primal-dual subgradient method to optimize risk-constrained risk-penalized optimization problems, where risk is modeled via the popular conditional value at risk (CVaR) measure. The algorithm processes independent and…

Optimization and Control · Mathematics 2021-09-03 Avinash N. Madavan , Subhonmesh Bose

Conditional Gradient algorithms (aka Frank-Wolfe algorithms) form a classical set of methods for constrained smooth convex minimization due to their simplicity, the absence of projection steps, and competitive numerical performance. While…

Optimization and Control · Mathematics 2021-10-20 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

In recent years, promising statistical modeling approaches to tensor data analysis have been rapidly developed. Traditional multivariate analysis tools, such as multivariate regression and discriminant analysis, are generalized from…

Methodology · Statistics 2023-06-22 Ning Wang , Xin Zhang , Qing Mai

The isoscalar giant dipole resonance structure in $^{208}$Pb is calculated in the framework of a fully consistent relativistic random phase approximation, based on effective mean-field Lagrangians with nonlinear meson self-interaction…

Nuclear Theory · Physics 2009-11-06 D. Vretenar , A. Wandelt , P. Ring