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We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in $\mathbb{R}^d$ having finite first moment. Building on previous univariate findings, we solve an integro-partial differential Stein…

Probability · Mathematics 2019-04-08 Benjamin Arras , Christian Houdré

This chapter gives a self-contained review of the how standard open quantum system Hamiltonians can be mapped analytically onto representations in which the environments appear as one dimensional harmonic chains with nearest neighbour…

Quantum Physics · Physics 2011-12-30 Alex W. Chin , Susana F. Huelga , Martin B. Plenio

Using Stein's method techniques, we develop a framework which allows one to bound the error terms arising from approximation by the Laplace distribution and apply it to the study of random sums of mean zero random variables. As a corollary,…

Probability · Mathematics 2014-10-29 John Pike , Haining Ren

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned with multivariate self-decomposable laws without finite…

Probability · Mathematics 2019-11-12 Benjamin Arras , Christian Houdré

The mean field approximation is numerically validated in the bosonic case by considering the time evolution of quantum states and their associated reduced density matrices by many-body Schr\"odinger dynamics. The model phase-space is…

Mathematical Physics · Physics 2015-08-04 Boris Pawilowski

Stein's method has been widely used to achieve distributional approximations for probability distributions defined in Euclidean spaces. Recently, techniques to extend Stein's method to manifold-valued random variables with distributions…

Statistics Theory · Mathematics 2022-09-20 Xiaoda Qu , Baba C. Vemuri

Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal…

Probability · Mathematics 2010-05-18 Sourav Chatterjee , Elizabeth Meckes

Scattering probes the internal structure of quantum systems. We calculate the two-particle elastic scattering phase shift for a short-ranged interaction on a quantum computer. Short-ranged interactions with a large scattering length or…

Nuclear Theory · Physics 2024-06-14 Muhammad Yusf , Ling Gan , Cameron Moffat , Gautam Rupak

This paper is a short exposition of Stein's method of normal approximation from my personal perspective. It focuses mainly on the characterization of the normal distribution and the construction of Stein identities. Through examples, it…

Probability · Mathematics 2021-04-20 Louis H. Y. Chen

Stein's method is a method of probability approximation which hinges on the solution of a functional equation. For normal approximation the functional equation is a first order differential equation. Malliavin calculus is an…

Probability · Mathematics 2015-05-11 Louis H. Y. Chen

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

Predictive states for stochastic processes are a nonparametric and interpretable construct with relevance across a multitude of modeling paradigms. Recent progress on the self-supervised reconstruction of predictive states from time-series…

Statistical Mechanics · Physics 2022-12-21 Samuel P. Loomis , James P. Crutchfield

The two-dimensional Hubbard model is studied using the variational quantum Monte Carlo technique with Gutzwiller-type variational wave functions. In addition to the simple one-site correlated Gutzwiller wave function, we use a form with…

Strongly Correlated Electrons · Physics 2007-05-23 A. Harju

We work out an exactly solvable hamiltonian model which retains all the features of realistic quantum measurements. In order to use an interaction process involving a system and an apparatus as a measurement, it is necessary that the…

Quantum Physics · Physics 2009-11-10 Armen E. Allahverdyan , Roger Balian , Theo M. Nieuwenhuizen

The problem of estimating a normal covariance matrix is considered from a decision-theoretic point of view, where the dimension of the covariance matrix is larger than the sample size. This paper addresses not only the nonsingular case but…

Statistics Theory · Mathematics 2015-06-03 Hisayuki Tsukuma

Determining ground state energies of quantum systems by hybrid classical/quantum methods has emerged as a promising candidate application for near-term quantum computational resources. Short of large-scale fault-tolerant quantum computers,…

Quantum Physics · Physics 2016-10-25 Nicholas C. Rubin

Although quantum correlations in a quantum system are characterized by the evolving quantities (which are entanglement and discord usually), we reveal such basis (i.e. the set of virtual particles) for the representation of the density…

Quantum Physics · Physics 2015-02-11 E. B. Fel'dman , A. I. Zenchuk

We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…

Probability · Mathematics 2013-08-20 Ivan Nourdin , Giovanni Peccati , Yvik Swan

We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models.…

Statistics Theory · Mathematics 2015-09-16 Lee H. Dicker , Murat A. Erdogdu
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