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In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

In recent years, a better understanding of the Monte Carlo method has provided us with many new techniques in different areas of statistical physics. Of particular interest are so called cluster methods, which exploit the considerable…

Statistical Mechanics · Physics 2007-05-23 Werner Krauth

We introduce a procedure to infer the interactions among a set of binary variables, based on their sampled frequencies and pairwise correlations. The algorithm builds the clusters of variables contributing most to the entropy of the…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Simona Cocco , Rémi Monasson

The Binder ratios exhibit discrepancy from the Gaussian behavior of the magnetic cumulants, and their size independence at the critical point has been widely utilized in numerical studies of critical phenomena. In the present article we…

Statistical Mechanics · Physics 2018-02-05 Yoshihiko Nonomura , Yusuke Tomita

Dictionary learning is an effective tool for pattern recognition and classification of time series data. Among various dictionary learning techniques, the dynamic time warping (DTW) is commonly used for dealing with temporal delays,…

Machine Learning · Statistics 2023-07-03 Ruiyu Xu , Chao Wang , Yongxiang Li , Jianguo Wu

An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

Using a collective-mode Monte Carlo method (the Wolff-Swendsen-Wang algorithm), we compute the spin-stiffness of the two-dimensional classical Heisenberg model. We show that it is the relevant physical quantity to investigate the behaviour…

Condensed Matter · Physics 2009-10-22 Michel Caffarel , Patrick Azaria , Bertrand Delamotte , Dominique Mouhanna

We perform high-statistics Monte Carlo simulations of three-dimensional Ising spin-glass models on cubic lattices of size L: the +- J (Edwards-Anderson) Ising model for two values of the disorder parameter p, p=0.5 and p=0.7 (up to L=28 and…

Disordered Systems and Neural Networks · Physics 2009-11-13 Martin Hasenbusch , Andrea Pelissetto , Ettore Vicari

We present a comprehensive numerical investigation of the cluster Truncated Wigner Approximation (cTWA) applied to quench dynamics in bond-disordered Heisenberg spin chains with power-law interactions. We find that cTWA yields highly…

Quantum Physics · Physics 2024-08-20 Adrian Braemer , Javad Vahedi , Martin Gärttner

The critical behavior of the disordered ferromagnetic Ising model is studied numerically by the Monte Carlo method in a wide range of variation of concentration of nonmagnetic impurity atoms. The temperature dependences of correlation…

Disordered Systems and Neural Networks · Physics 2007-09-11 V. Prudnikov , P. Prudnikov , A. Vakilov , A. Krinitsyn

We perform Monte Carlo simulations of large two-dimensional Gaussian Ising spin glasses down to very low temperatures $\beta=1/T=50$. Equilibration is ensured by using a cluster algorithm including Monte Carlo moves consisting of flipping…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Houdayer , Alexander K. Hartmann

Clustering under pairwise constraints is an important knowledge discovery tool that enables the learning of appropriate kernels or distance metrics to improve clustering performance. These pairwise constraints, which come in the form of…

Machine Learning · Computer Science 2022-03-24 Benedikt Boecking , Vincent Jeanselme , Artur Dubrawski

We study the dynamic critical behavior of a Swendsen-Wang-type algorithm for the Ashkin--Teller model. We find that the Li--Sokal bound on the autocorrelation time ($\tau_{{\rm int},{\cal E}} \ge {\rm const} \times C_H$) holds along the…

High Energy Physics - Lattice · Physics 2008-11-26 J. Salas , A. D. Sokal

We present a general method by which linear quantum Hamiltonian dynamics with exponentially many degrees of freedom is replaced by approximate classical nonlinear dynamics with the number of degrees of freedom (phase space dimensionality)…

Quantum Physics · Physics 2018-08-01 Jonathan Wurtz , Anatoli Polkovnikov , Dries Sels

We study the intermittent dynamics and the fluctuations of the dynamic correlation function of a simple aging system. Given its size $L$ and its coherence length $\xi$, the system can be divided into $N$ independent subsystems, where…

Disordered Systems and Neural Networks · Physics 2016-08-31 Estelle Pitard

We present a procedure to solve the inverse Ising problem, that is to find the interactions between a set of binary variables from the measure of their equilibrium correlations. The method consists in constructing and selecting specific…

Disordered Systems and Neural Networks · Physics 2015-05-30 Simona Cocco , Rémi Monasson

When dissipative particles are left alone, their fluctuation energy decays due to collisional interactions, clusters build up and grow with time until the system size is reached. When the effective dissipation is strong enough, this may…

Statistical Mechanics · Physics 2009-10-31 S. Luding , H. J. Herrmann

We consider the problem of learning the structure of Ising models (pairwise binary Markov random fields) from i.i.d. samples. While several methods have been proposed to accomplish this task, their relative merits and limitations remain…

Machine Learning · Statistics 2011-10-11 José Bento , Andrea Montanari

Correlation clustering is arguably 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 2020-02-27 David García-Soriano , Konstantin Kutzkov , Francesco Bonchi , Charalampos Tsourakakis

Dynamic time warping (DTW) plays an important role in analytics on time series. Despite the large body of research on speeding up univariate DTW, the method for multivariate DTW has not been improved much in the last two decades. The most…

Machine Learning · Computer Science 2021-01-21 Daniel Shen , Min Chi