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We extend the recently developed real-time Diagrammatic Monte Carlo method, in its hybridization expansion formulation, to the full Kadanoff-Baym-Keldysh contour. This allows us to study real-time dynamics in correlated impurity models…

Strongly Correlated Electrons · Physics 2015-05-14 Marco Schiró

We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…

Numerical Analysis · Mathematics 2015-05-13 Arvind K. Saibaba , Eric Miller , Peter K. Kitanidis

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…

Machine Learning · Statistics 2019-08-19 Hao Wu , Frank Noé

We propose a modification of the Faddeev-Popov procedure to construct a path integral representation for the transition amplitude and the partition function for gauge theories whose orbit space has a non-Euclidean geometry. Our approach is…

High Energy Physics - Theory · Physics 2009-10-31 Sergei V. Shabanov , John R. Klauder

The fuzzy job shop scheduling problem (FJSSP) emerges as an innovative extension to the job shop scheduling problem (JSSP), incorporating a layer of uncertainty that aligns the problem more closely with the complexities of real-world…

Artificial Intelligence · Computer Science 2025-02-04 Yijian Wang , Tongxian Guo , Zhaoqiang Liu

Combining the time-dependent variational principle (TDVP) algorithm with the parallelization scheme introduced by Stoudenmire and White for the density matrix renormalization group (DMRG), we present the first parallel matrix product state…

Lossless compression techniques are crucial in an era of rapidly growing data. Traditional universal compressors like gzip offer low computational overhead, high speed, and broad applicability across data distributions. However, they often…

Computation and Language · Computer Science 2025-11-17 Qihang Zhang , Muchen Li , Ziao Wang , Renjie Liao , Lele Wang

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

Machine Learning · Computer Science 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu

We propose a pointwise inference algorithm for high-dimensional linear models with time-varying coefficients. The method is based on a novel combination of the nonparametric kernel smoothing technique and a Lasso bias-corrected ridge…

Methodology · Statistics 2017-03-17 Xiaohui Chen , Yifeng He

Sampling problems have emerged as a central avenue for demonstrating quantum advantage on noisy intermediate-scale quantum devices. However, physical noise can fundamentally alter their computational complexity, often making them…

Quantum Physics · Physics 2025-11-07 Sojeong Park , Changhun Oh

Bayesian optimization (BO) has traditionally solved black-box problems where function evaluation is expensive and, therefore, observations are few. Recently, however, there has been growing interest in applying BO to problems where function…

Machine Learning · Computer Science 2026-05-06 Mehul Bafna , Siddhant anand Jadhav , David Sweet

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

Optimization and Control · Mathematics 2026-04-08 Krishan Kumar , Ashutosh Sharma , Gauransh Dingwani , Nikhil Gupta , Vaishnavi Gupta , Ishan Bajaj

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

We present a method for incremental modeling and time-varying control of unknown nonlinear systems. The method combines elements of evolving intelligence, granular machine learning, and multi-variable control. We propose a State-Space…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Daniel Leite , Pedro Coutinho , Iury Bessa , Murilo Camargos , Luiz Cordovil Junior , Reinaldo Palhares

The ab initio thermodynamic simulation of correlated Fermi systems is of central importance for many applications, such as warm dense matter, electrons in quantum dots, and ultracold atoms. Unfortunately, path integral Monte Carlo (PIMC)…

Computational Physics · Physics 2019-08-28 Tobias Dornheim

We study a classical reparametrization-invariant system, in which ``time'' is not a priori defined. It consists of a nonrelativistic particle moving in five dimensions, two of which are compactified to form a torus. There, assuming a…

General Relativity and Quantum Cosmology · Physics 2009-11-07 H. -Th. Elze , O. Schipper

Continuous measurements are central to quantum control and sensing, yet lack a model-independent operational description that can be applied to arbitrary non-Markovian processes without specifying a microscopic measurement model. Existing…

Quantum Physics · Physics 2025-12-08 Fabio Costa , Jing Yang

A global intrinsic time in Friedmann - Robertson - Walker models is proportional to a scaling factor of the spatial metric. The aim of the paper is to study an applicability of the intrinsic global time chosen to nearest non-symmetric cases…

General Relativity and Quantum Cosmology · Physics 2016-01-05 Alexander Pavlov

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

The new {\em ab initio} quantum path integral Monte Carlo approach has been developed and applied for the entropy difference calculations for the strongly coupled degenerated uniform electron gas (UEG), a well--known model of simple metals.…

Plasma Physics · Physics 2021-07-28 Vladimir Filinov , Pavel Levashov , Alexander Larkin