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We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply the original Ensemble Kalman Filter algorithm proposed by…

Probability · Mathematics 2020-12-08 Theresa Lange , Wilhelm Stannat

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…

chao-dyn · Physics 2008-02-03 Henrik J. Pedersen , A. D. Jackson

For a macroscopic, isolated quantum system in an unknown pure state, the expectation value of any given observable is shown to hardly deviate from the ensemble average with extremely high probability under generic equilibrium and…

Statistical Mechanics · Physics 2007-10-24 Peter Reimann

Training data-driven turbulence models with high fidelity Reynolds stress can be impractical and recently such models have been trained with velocity and pressure measurements. For gradient-based optimization, such as training deep learning…

Fluid Dynamics · Physics 2021-04-19 Carlos A. Michelén Ströfer , Xin-Lei Zhang , Heng Xiao

We present analytical results (up to a numerical diagonalization of a real symmetric matrix) for a set of time- and ensemble-average physical observables in the non-Hookean Gaussian Network Model (GNM) - a generalization of the Rouse model…

Statistical Mechanics · Physics 2021-08-19 Alessio Lapolla , Maximilian Vossel , Aljaž Godec

We consider the problem of estimating the ensemble average of an observable on an ensemble of equally prepared identical quantum systems. We show that, among all kinds of measurements performed jointly on the copies, the optimal unbiased…

Quantum Physics · Physics 2007-05-23 Giacomo Mauro D'Ariano , Vittorio Giovannetti , Paolo Perinotti

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Shimin Wang , Ya-Jun Pan , Martin Guay

Simulating the dynamics and the non-equilibrium steady state of an open quantum system are hard computational tasks on conventional computers. For the simulation of the time evolution, several efficient quantum algorithms have recently been…

Quantum Physics · Physics 2021-02-24 Nathan Ramusat , Vincenzo Savona

Random Quantum States are presently of interest in the fields of quantum information theory and quantum chaos. Moreover, a detailed study of their properties can shed light on some foundational issues of the quantum statistical mechanics…

Quantum Physics · Physics 2010-01-07 Barbara Fresch , Giorgio J. Moro

This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Shimin Wang , Martin Guay

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

Ensemble inequivalence occurs when a systems thermodynamic properties vary depending on the statistical ensemble used to describe it. This phenomenon is known to happen in systems with long-range interactions and has been observed in many…

Statistical Mechanics · Physics 2026-04-09 Daniel Arrufat-Vicente , David Mukamel , Stefano Ruffo , Nicolo Defenu

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

Efficient simulations of quantum evolutions of spin-1/2 systems are relevant for ensemble quantum computation as well as in typical NMR experiments. We propose an efficient method to calculate the dynamics of an observable provided that the…

Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An…

Artificial Intelligence · Computer Science 2007-05-23 P. M. Granitto , P. F. Verdes , H. A. Ceccatto

Interactions among units in complex systems occur in a specific sequential order thus affecting the flow of information, the propagation of diseases, and general dynamical processes. We investigate the Laplacian spectrum of temporal…

Physics and Society · Physics 2013-11-04 Naoki Masuda , Konstantin Klemm , Víctor M. Eguíluz

We prove the approach to equilibrium of quenched isolated quantum systems for which the change in the Hamiltonian brought about by the quench satisfies a certain closed commutator algebra with all the extensive integrals of motion of the…

Statistical Mechanics · Physics 2016-12-01 E. Solano-Carrillo

In this paper, building on a previous analysis [1] of exact diagonalization of the space-discretized evolution operator for the study of properties of non-relativistic quantum systems, we present a substantial improvement to this method. We…

Statistical Mechanics · Physics 2011-08-08 Ivana Vidanovic , Aleksandar Bogojevic , Antun Balaz , Aleksandar Belic

This study investigates the suitability of the annealed approximation in high-dimensional systems characterized by dense networks with quenched link disorder, employing models of coupled oscillators. We demonstrate that dynamic equations…

Statistical Mechanics · Physics 2024-03-25 Jaegon Um , Hyunsuk Hong , Hyunggyu Park