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Inspired by current research on measurement-induced quantum phase transitions, we analyze the nonunitary Floquet transverse-field Ising model with complex nearest-neighbor couplings and complex transverse fields. Unlike its unitary…

Quantum Physics · Physics 2024-02-02 Lei Su , Aashish Clerk , Ivar Martin

Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or…

Methodology · Statistics 2026-01-21 Taehee Lee , Jun S. Liu

An alternative method of developing the theory of non-equilibrium two dimensional holographic superconductor is to start from the definition of a time dependent $AdS_3$ background. As originally proposed, many of these formulae were cast in…

High Energy Physics - Theory · Physics 2016-10-19 N. S. Mazhari , D. Momeni , R. Myrzakulov , H. Gholizade , M. Raza

We extend linear input/output (resolvent) analysis to take into account nonlinear triadic interactions by considering a finite number of harmonics in the frequency domain using the harmonic balance method. Forcing mechanisms that maximize…

Fluid Dynamics · Physics 2021-02-24 Georgios Rigas , Denis Sipp , Tim Colonius

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Xian Wu , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H van Schuppen , Chenghui Zhang

We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…

Statistics Theory · Mathematics 2024-05-16 Lucas Reding , Andrés F. López-Lopera , François Bachoc

We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…

Statistics Theory · Mathematics 2020-02-10 Adrien Meynard , Bruno Torrésani

The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…

Probability · Mathematics 2008-07-19 Tryphon T. Georgiou

We propose a scheme to deal with certain time-dependent non-Hermitian Hamiltonian operators $H(t)$ that generate a real phase in their time-evolution. This involves the use of invariant operators $I_{PH}(t)$ that are pseudo-Hermitian with…

Quantum Physics · Physics 2017-06-19 Boubakeur Khantoul , A. Bounames , M. Maamache

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…

Machine Learning · Statistics 2019-10-30 Robert S. MacKay

We study the square-lattice extended Hubbard model with on-site $U$ and nearest-neighbor $V$ interactions by exact diagonalization. We show that non-equilibrium quench dynamics can help determine the equilibrium phase transition boundaries,…

Superconductivity · Physics 2023-08-21 Wei-Chih Chen , Yao Wang , Cheng-Chien Chen

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

Linear fractional stable motion, denoted by $\{X_{H,\al}(t)\}_{t\in \R}$, is one of the most classical stable processes; it depends on two parameters $H\in (0,1)$ and $\al\in (0,2)$. The parameter $H$ characterizes the self-similarity…

Statistics Theory · Mathematics 2013-02-08 Antoine Ayache , Julien Hamonier

We develop a canonical framework for the study of the problem of registration of multiple point processes subjected to warping, known as the problem of separation of amplitude and phase variation. The amplitude variation of a real random…

Statistics Theory · Mathematics 2016-03-30 Victor M. Panaretos , Yoav Zemel

We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…

Statistics Theory · Mathematics 2014-01-07 Xiaohui Chen , Mengyu Xu , Wei Biao Wu

This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…

Methodology · Statistics 2012-10-25 Sofia C. Olhede , Hernando Ombao

We study the $k$-largest eigenvalues of heavy-tailed sample covariance matrices of the form $\bX\bX^\T$ in an asymptotic framework, where the dimension of the data and the sample size tend to infinity. To this end, we assume that the rows…

Probability · Mathematics 2013-09-13 Richard A. Davis , Oliver Pfaffel

Turbulent systems exhibit a remarkable multi-scale complexity, in which spatial structures induce scale-dependent statistics with strong departures from Gaussianity. In Fourier space, this is reflected by pronounced phase synchronization. A…

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Statistical Mechanics · Physics 2016-12-28 Carlo Cafaro , Sean Alan Ali

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…

Probability · Mathematics 2018-11-15 Luisa Beghin , Costantino Ricciuti