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Related papers: Simulating extremal temporal correlations

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Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

Optimization and Control · Mathematics 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

In optimization or machine learning problems we are given a set of items, usually points in some metric space, and the goal is to minimize or maximize an objective function over some space of candidate solutions. For example, in clustering…

Machine Learning · Computer Science 2020-11-19 Dan Feldman

In the approximate integration some inequalities between the quadratures and the integrals approximated by them are called \emph{extremalities}. On the other hand, the set of all quadratures is convex. We are trying to find possible…

Classical Analysis and ODEs · Mathematics 2014-11-24 Teresa Rajba , Szymon Wasowicz

This paper over-approximates the reachable sets of a continuous-time uncertain system using the sensitivity of its trajectories with respect to initial conditions and uncertain parameters. We first prove the equivalence between an existing…

Systems and Control · Computer Science 2021-04-09 Pierre-Jean Meyer , Samuel Coogan , Murat Arcak

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

Consider the problem of constructing an experimental design, optimal for estimating parameters of a given statistical model with respect to a chosen criterion. To address this problem, the literature usually provides a single solution.…

Computation · Statistics 2024-11-05 Radoslav Harman , Lenka Filová , Samuel Rosa

Correlation clustering is perhaps the most natural formulation of clustering. Given $n$ objects and a pairwise similarity measure, the goal is to cluster the objects so that, to the best possible extent, similar objects are put in the same…

Data Structures and Algorithms · Computer Science 2013-12-19 Francesco Bonchi , David García-Soriano , Konstantin Kutzkov

Time series aggregation (TSA) aims to construct temporally aggregated optimization models that accurately represent the output space of their full-scale counterparts while using a significantly reduced temporal dimensionality. This paper…

Optimization and Control · Mathematics 2026-03-16 Thomas Klatzer , David Cardona-Vasquez , Luca Santosuosso , Sonja Wogrin

This paper investigates a new formalism to describe real time evolution of quantum systems at finite temperature. A time correlation function among subsystems will be derived which allows for a probabilistic interpretation. Our derivation…

High Energy Physics - Theory · Physics 2009-10-31 E. Mendel , M. Nest

In this work we use intersection of different pseudo-orbits obtained by interval extensions to reduce the bounds of the exact solution provided by the toolbox Intlab. The method is applied on the logistic map.

Numerical Analysis · Mathematics 2016-12-28 H. M. Rodrigues Junior , M. L. C. Peixoto , E. G. Nepomuceno

The idea of the out-of-time-order correlator (OTOC) has recently emerged in the study of both condensed matter systems and gravitational systems. It not only plays a key role in investigating the holographic duality between a strongly…

Strongly Correlated Electrons · Physics 2017-07-26 Jun Li , Ruihua Fan , Hengyan Wang , Bingtian Ye , Bei Zeng , Hui Zhai , Xinhua Peng , Jiangfeng Du

For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fit testing and uncertainty quantification admit a…

Statistics Theory · Mathematics 2025-05-26 Annika Betken , Marie-Christine Düker

The underlying physical concept of computing out-of-time-ordered correlation (OTOC) is a significant new tool within the framework of quantum field theory, which now-a-days is treated as a measure of random fluctuations. In this paper, by…

General Physics · Physics 2021-06-03 Sayantan Choudhury

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity…

Data Analysis, Statistics and Probability · Physics 2021-11-17 Manan Vyas , T. Guhr , T. H. Seligman

Out-of-time-ordered correlators (OTOC) are a quantifier of quantum information scrambling and quantum chaos. We propose an efficient quantum algorithm to measure OTOCs that provides an exponential speed-up over the best known classical…

Quantum Physics · Physics 2021-03-17 Sreeram PG , Naga Dileep Varikuti , Vaibhav Madhok

The computational equivalence between approximate counting and sampling is well established for polynomial-time algorithms. The most efficient general reduction from counting to sampling is achieved via simulated annealing, where the…

Data Structures and Algorithms · Computer Science 2026-04-03 David G. Harris , Vladimir Kolmogorov , Hongyang Liu , Yitong Yin , Yiyao Zhang

The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent concepts of heavy-tailed time series,…

Statistics Theory · Mathematics 2013-03-27 Richard A. Davis , Thomas Mikosch , Yuwei Zhao

A recently proposed history formalism is used to define temporal entanglement in quantum systems, and compute its entropy. The procedure is based on the time-reduction of the history density operator, and allows a symmetrical treatment of…

Quantum Physics · Physics 2022-04-05 Leonardo Castellani

Recent research on temporal networks has highlighted the limitations of a static network perspective for our understanding of complex systems with dynamic topologies. In particular, recent works have shown that i) the specific order in…

Physics and Society · Physics 2017-11-20 Ingo Scholtes , Nicolas Wider , Antonios Garas

Recent experimental and theoretical developments in many-body quantum systems motivate the study of their out-of-equilibrium properties through multi-time correlation functions. We consider the dynamics of higher-order out-of-time-order…

Quantum Physics · Physics 2025-06-24 Felix Fritzsch , Pieter W. Claeys