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Related papers: Finite-size scaling of typicality-based estimates

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A simple, physically motivated, scaling hypothesis, which becomes exact in important limits, yields estimates for the ground-state energy of large, composed, systems in terms of the ground-state energy of its building blocks. The concept is…

Strongly Correlated Electrons · Physics 2009-11-11 K. Capelle , L. N. Oliveira

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

We rederive the finite size scaling formula for the apparent critical temperature by using Mean Field Theory for the Ising Model above the upper critical dimension. We have also performed numerical simulations in five dimensions and our…

Condensed Matter · Physics 2009-10-28 Giorgio Parisi , Juan J. Ruiz-Lorenzo

The goal of ensemble forecasting is to maximise sharpness subject to reliability. Marginal reliability means that, over all cases, the ensemble is statistically consistent with reality: the ensemble mean is unbiased, the expected ensemble…

Atmospheric and Oceanic Physics · Physics 2026-04-08 Jonas Spaeth , Christopher D. Roberts

We study numerically the properties of the bayesian perceptron through a gradient descent on the optimal cost function. The theoretical distribution of stabilities is deduced. It predicts that the optimal generalizer lies close to the…

Statistical Mechanics · Physics 2020-01-14 A. Buhot , J. -M. Torres Moreno , M. B. Gordon

Energy eigenvalues and order parameters are calculated by exact diagonalization for the transverse Ising model on square lattices of up to 6x6 sites. Finite-size scaling is used to estimate the critical parameters of the model, confirming…

Statistical Mechanics · Physics 2008-11-26 C. J. Hamer

The question of how best to estimate a continuous probability density from finite data is an intriguing open problem at the interface of statistics and physics. Previous work has argued that this problem can be addressed in a natural way…

Data Analysis, Statistics and Probability · Physics 2014-07-16 Justin B. Kinney

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors into a lower-dimensional space. In one…

Methodology · Statistics 2017-06-06 Timothy I. Cannings , Richard J. Samworth

We propose a finite-size scaling analysis of binary stochastic processes $X(t)\in \{0,1\}$ based on the second moment correlation length $\xi$ for the autocorrelation function $C(t)$. The purpose is to clarify the critical properties and…

Statistical Mechanics · Physics 2015-06-12 Shintaro Mori , Masato Hisakado

We propose a simple method to estimate the parameters of a continuously measured quantum system, by fitting correlation functions of the measured signal. We demonstrate the approach in simulation, both on toy examples and on a recent…

Quantum Physics · Physics 2024-10-17 Pierre Guilmin , Pierre Rouchon , Antoine Tilloy

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

To simulate thermalizing systems at long times, the most straightforward approach is to calculate the thermal properties at the corresponding energy. In a quantum many-body system of size $N$, for local observables and many initial states,…

Statistical Mechanics · Physics 2024-06-11 Yichen Huang

The jamming transition of particles with finite-range interactions is characterized by a variety of critical phenomena, including power law distributions of marginal contacts. We numerically study a recently proposed simple model of…

Statistical Mechanics · Physics 2016-01-20 Yoav Kallus

In this work we study the set size distribution estimation problem, where elements are randomly sampled from a collection of non-overlapping sets and we seek to recover the original set size distribution from the samples. This problem has…

Statistics Theory · Mathematics 2012-12-04 Fabricio Murai , Bruno Ribeiro , Don Towsley , Pinghui Wang

We present a method to reduce the variance of stochastic trace estimators used in quantum typicality (QT) methods via a randomized low-rank approximation of the finite-temperature density matrix $e^{-\beta H}$. The trace can be evaluated…

Quantum Physics · Physics 2021-02-18 Phillip Weinberg

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…

Data Analysis, Statistics and Probability · Physics 2015-06-15 Paolo Rossi

Finite size fluctuations are a crucial ingredient in kinetic theory of long-range interacting collisionless systems. In this Letter, we introduce a phenomenological theory which predicts an anomalous scaling close to marginal stability for…

Statistical Mechanics · Physics 2026-03-19 Yoshiyuki Y. Yamaguchi , Julien Barré

Total correlation (TC) is a fundamental concept in information theory that measures statistical dependency among multiple random variables. Recently, TC has shown noticeable effectiveness as a regularizer in many learning tasks, where the…

Information Theory · Computer Science 2023-02-23 Ke Bai , Pengyu Cheng , Weituo Hao , Ricardo Henao , Lawrence Carin

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…

Data Analysis, Statistics and Probability · Physics 2012-10-05 Paolo Rossi

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

Statistics Theory · Mathematics 2021-05-28 Stanislav Nagy , Rainer Dyckerhoff , Pavlo Mozharovskyi
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