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We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…

Numerical Analysis · Mathematics 2024-11-07 Daniel McBride , Ioannis Sgouralis

Many fields of physics use quantum Monte Carlo techniques, but struggle to estimate dynamic spectra via the analytic continuation of imaginary-time quantum Monte Carlo data. One of the most ubiquitous approaches to analytic continuation is…

Computational Physics · Physics 2025-10-10 Thomas Chuna , Nicholas Barnfield , Tobias Dornheim , Michael P. Friedlander , Tim Hoheisel

We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…

Numerical Analysis · Mathematics 2021-09-07 Ron Levie , Haim Avron , Gitta Kutyniok

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…

Machine Learning · Statistics 2025-10-02 Chuntao Chen , Tapio Helin , Nuutti Hyvönen , Yuya Suzuki

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Strongly Correlated Electrons · Physics 2025-08-21 Ruojing Peng , Garnet Kin-Lic Chan

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

We study the computational phase transition in a multi-frequency group synchronization problem, where pairwise relative measurements of group elements are observed across multiple frequency channels and corrupted by Gaussian noise. Using…

Statistics Theory · Mathematics 2026-01-29 Zhangsong Li

We investigate statistical properties of the optimal value of the Sample Average Approximation of stochastic programs, continuing the study in Kr\"atschmer (2023). Central Limit Theorem type results are derived for the optimal value. As a…

Optimization and Control · Mathematics 2023-12-12 Volker Krätschmer

We use quantum Monte Carlo methods in the framework of the interacting nuclear shell model to calculate the statistical properties of nuclei at finite temperature and/or excitation energies. With this approach we can carry out realistic…

Nuclear Theory · Physics 2009-11-11 Y. Alhassid

The multi-configurational self-consistent field theory is considered the standard starting point for almost all multireference approaches required for strongly-correlated molecular problems. The limitation of the approach is generally given…

Chemical Physics · Physics 2015-10-14 Robert E. Thomas , Qiming Sun , Ali Alavi , George H. Booth

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

Quasi-Monte Carlo (QMC) methods are being adopted in statistical applications due to the increasingly challenging nature of numerical integrals that are now routinely encountered. For integrands with $d$-dimensions and derivatives of order…

Computation · Statistics 2016-04-04 Chris. J. Oates , Mark Girolami

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

Diagrammatic expansions are a central tool for treating correlated electron systems. At thermal equilibrium, they are most naturally defined within the Matsubara formalism. However, extracting any dynamic response function from a Matsubara…

Strongly Correlated Electrons · Physics 2020-02-19 Jaksa Vucicevic , Michel Ferrero

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira