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A new approach of solving the ill-conditioned inverse problem for analytical continuation is proposed. The root of the problem lies in the fact that even tiny noise of imaginary-time input data has a serious impact on the inferred…

Strongly Correlated Electrons · Physics 2017-06-28 Junya Otsuki , Masayuki Ohzeki , Hiroshi Shinaoka , Kazuyoshi Yoshimi

Analytic continuation (AC) from the imaginary-time Green's function to the spectral function is a crucial process for numerical studies of the dynamical properties of quantum many-body systems. This process, however, is an ill-posed…

Strongly Correlated Electrons · Physics 2022-01-26 Yuichi Motoyama , Kazuyoshi Yoshimi , Junya Otsuki

Analytic continuation (AC) from imaginary-time Green's function to spectral function is essential in the numerical analysis of dynamical properties in quantum many-body systems. However, this process faces a fundamental challenge: it is an…

Strongly Correlated Electrons · Physics 2024-09-04 Yuichi Motoyama , Hiroshi Shinaoka , Junya Otsuki , Kazuyoshi Yoshimi

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

The purpose of analytical continuation is to establish a real frequency spectral representation of single-particle or two-particle correlation function (such as Green's function, self-energy function, and dynamical susceptibilities) from…

Strongly Correlated Electrons · Physics 2023-09-21 Li Huang

Sparse coding aims to model data vectors as sparse linear combinations of basis elements, but a majority of related studies are restricted to continuous data without spatial or temporal structure. A new model-based sparse coding (MSC)…

Methodology · Statistics 2021-08-24 Xin Xing , Rui Xie , Wenxuan Zhong

Bayesian parametric analytic continuation (BPAC) is proposed for the analytic continuation of noisy imaginary-time Green's function data as, e.g., obtained by continuous-time quantum Monte Carlo simulations (CTQMC). Within BPAC, the…

Strongly Correlated Electrons · Physics 2019-08-27 Michael Rumetshofer , Daniel Bauernfeind , Wolfgang von der Linden

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…

Methodology · Statistics 2018-07-23 Xiaogang Su , Juanjuan Fan , Richard A. Levine , Martha E. Nunn , Chih-Ling Tsai

We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for…

Strongly Correlated Electrons · Physics 2013-05-29 S. Fuchs , T. Pruschke , M. Jarrell

We define and discuss the first sparse coding algorithm based on closed-form EM updates and continuous latent variables. The underlying generative model consists of a standard `spike-and-slab' prior and a Gaussian noise model. Closed-form…

Machine Learning · Statistics 2012-03-05 Jörg Lücke , Abdul-Saboor Sheikh

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

Calibration of individual based models (IBMs), successful in modeling complex ecological dynamical systems, is often performed only ad-hoc. Bayesian inference can be used for both parameter estimation and uncertainty quantification, but its…

Computation · Statistics 2017-11-09 Jonas Šukys , Mira Kattwinkel

In this work, we extend the sparse iterative covariance-based estimator (SPICE), by generalizing the formulation to allow for different norm constraints on the signal and noise parameters in the covariance model. For a given norm, the…

Methodology · Statistics 2017-04-21 Johan Swärd , Stefan Ingi Adalbjörnsson , Andreas Jakobsson

Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods…

Machine Learning · Statistics 2015-01-13 Martin Sundin , Saikat Chatterjee , Magnus Jansson

In this paper, we propose a new analytic continuation method to extract real frequency spectral functions from imaginary frequency Green's functions of quantum many-body systems. This method is based on the pole representation of Matsubara…

Strongly Correlated Electrons · Physics 2024-05-15 Li Huang , Shuang Liang

To operate effectively in the real world, agents should be able to act from high-dimensional raw sensory input such as images and achieve diverse goals across long time-horizons. Current deep reinforcement and imitation learning methods can…

Machine Learning · Computer Science 2020-11-16 Scott Emmons , Ajay Jain , Michael Laskin , Thanard Kurutach , Pieter Abbeel , Deepak Pathak

We present an algorithm for measurement of the Green's function in the hybridization expansion continuous-time quantum Monte-Carlo based on continuous estimators. Compared to the standard method, the present algorithm has similar or better…

Strongly Correlated Electrons · Physics 2013-06-17 Pavel Augustinský , Jan Kuneš

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…

Methodology · Statistics 2025-12-16 Won Gu , Francesca Chiaromonte , Justin D. Silverman
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