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It is often the case in Statistics that one needs to compute sums of infinite series, especially in marginalising over discrete latent variables. This has become more relevant with the popularization of gradient-based techniques (e.g.…

Methodology · Statistics 2025-03-11 Luiz Max Carvalho , Wellington J. Silva , Guido A. Moreira

The quantum-critical properties of the transverse-field Ising model with algebraically decaying interactions are investigated by means of stochastic series expansion quantum Monte Carlo, on both the one-dimensional linear chain and the…

Statistical Mechanics · Physics 2021-06-30 J. Koziol , A. Langheld , S. C. Kapfer , K. P. Schmidt

Lattice simulation of supersymmetric gauge theories is not straightforward. In some cases the lack of manifest supersymmetry just necessitates cumbersome fine-tuning, but in the worse cases the chiral and/or Majorana nature of fermions…

High Energy Physics - Lattice · Physics 2008-11-26 Masanori Hanada , Jun Nishimura , Shingo Takeuchi

The scaling exponent and scaling function for the 1D single species coagulation model $(A+A\rightarrow A)$ are shown to be universal, i.e. they are not influenced by the value of the coagulation rate. They are independent of the initial…

Condensed Matter · Physics 2009-10-22 Klaus Krebs , Markus Pfannmueller , Horatiu Simon , Birgit Wehefritz

Many exact Markov chain Monte Carlo algorithms have been developed for posterior inference in Bayesian nonparametric models which involve infinite-dimensional priors. However, these methods are not generic and special methodology must be…

Computation · Statistics 2014-05-22 Jim E. Griffin

Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…

Statistical Mechanics · Physics 2009-10-31 Kurt Binder , Erik Luijten , Marcus Müller , Nigel B. Wilding , Henk W. J. Blöte

Excited states are extracted from lattice correlation functions using a non-uniform prior on the model parameters. Models for both a single exponential and a sum of exponentials are considered, as well as an alternate model for the…

High Energy Physics - Lattice · Physics 2011-02-09 Robert W. Johnson

Mixture models are one of the most widely used statistical tools when dealing with data from heterogeneous populations. This paper considers the long-standing debate over finite mixture and infinite mixtures and brings the two modelling…

Methodology · Statistics 2019-04-23 Raffaele Argiento , Maria De Iorio

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

The finite lattice method of series expansion is generalised to the $q$-state Potts model on the simple cubic lattice. It is found that the computational effort grows exponentially with the square of the number of series terms obtained,…

High Energy Physics - Lattice · Physics 2011-07-19 A J Guttmann , I G Enting

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

In this paper we address the questions of perfectly sampling a Gibbs measure with infinite range interactions and of perfectly sampling the measure together with its finite range approximations. We solve these questions by introducing a…

Probability · Mathematics 2015-05-13 Antonio Galves , Eva Loecherbach , Enza Orlandi

Conformal field theory predicts finite-size scaling amplitudes of correlation lengths universally related to critical exponents on sphere-like, semi-finite systems $S^{d-1}\times\mathbb{R}$ of arbitrary dimensionality $d$. Numerical studies…

Statistical Mechanics · Physics 2009-10-31 Martin Weigel , Wolfhard Janke

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

Methodology · Statistics 2014-12-01 Sergios Agapiou , Gareth O. Roberts , Sebastian J. Vollmer

Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…

Numerical Analysis · Mathematics 2021-10-27 Paz Fink Shustin , Haim Avron

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…

Methodology · Statistics 2024-12-09 Pascal Kündig , Fabio Sigrist

Martingale methods are used to study the almost everywhere convergence of general function series. Applications are given to ergodic series, which improves recent results of Fan \cite{FanETDS}, and to dilated series, including Davenport…

Probability · Mathematics 2015-11-30 Cuny Christophe , Ai Hua Fan

This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…

General Mathematics · Mathematics 2022-12-07 Yiheng Wei , YangQuan Chen , Qing Gao , Yong Wang

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2008-04-14 Jaan Kalda