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Related papers: Density of observables from local derivatives

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We propose a new estimation procedure of the conditional density for independent and identically distributed data. Our procedure aims at using the data to select a function among arbitrary (at most countable) collections of candidates. By…

Statistics Theory · Mathematics 2016-10-26 Mathieu Sart

We consider a multi-dimensional model of a compressible fluid in a bounded domain. We want to estimate the density and velocity of the fluid, based on the observations for only velocity. We build an observer exploiting the symmetries of the…

Optimization and Control · Mathematics 2016-11-24 Amit Apte , Didier Auroux , Mythily Ramaswamy

Estimation of density derivatives is a versatile tool in statistical data analysis. A naive approach is to first estimate the density and then compute its derivative. However, such a two-step approach does not work well because a good…

Machine Learning · Statistics 2014-07-01 Hiroaki Sasaki , Yung-Kyun Noh , Masashi Sugiyama

In this paper, we revisit the recently established theoretical guarantees for the convergence of the Langevin Monte Carlo algorithm of sampling from a smooth and (strongly) log-concave density. We improve the existing results when the…

Statistics Theory · Mathematics 2017-07-31 Arnak S. Dalalyan

We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…

Machine Learning · Statistics 2025-06-19 Agnimitra Dasgupta , Javier Murgoitio-Esandi , Ali Fardisi , Assad A Oberai

This paper presents a practical computational approach to quantify the effect of individual observations in estimating the state of a system. Such an analysis can be used for pruning redundant measurements, and for designing future sensor…

Computational Engineering, Finance, and Science · Computer Science 2013-07-22 Alexandru Cioaca , Adrian Sandu , Eric de Sturler

In this paper I show that any $m$th-degree polynomial function of the elements of the density matrix $\rho$ can be determined by finding the expectation value of an observable on $m$ copies of $\rho$, without performing state tomography.…

Quantum Physics · Physics 2007-05-23 Todd A. Brun

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties…

Computational Physics · Physics 2015-06-23 Catherine Overy , George H. Booth , N. S. Blunt , James Shepherd , Deidre Cleland , Ali Alavi

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Methodology · Statistics 2016-10-10 Adelchi Azzalini

We introduce machine learning models of quantum mechanical observables of atoms in molecules. Instant out-of-sample predictions for proton and carbon nuclear chemical shifts, atomic core level excitations, and forces on atoms reach…

Chemical Physics · Physics 2015-08-26 Matthias Rupp , Raghunathan Ramakrishnan , O. Anatole von Lilienfeld

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

We introduce a linear-scaling stochastic method to compute real-space maps of any positive local spectral operator in a tight-binding model. By employing positive-definite estimators, the sampling error at each site can be rigorously…

Disordered Systems and Neural Networks · Physics 2025-11-18 H. P. Veiga , D. R. Pinheiro , J. P. Santos Pires , J. M. Viana Parente Lopes

Estimating density ratios between pairs of intractable data distributions is a core problem in probabilistic modeling, enabling principled comparisons of sample likelihoods under different data-generating processes across conditions and…

Machine Learning · Computer Science 2026-03-02 Egor Antipov , Alessandro Palma , Lorenzo Consoli , Stephan Günnemann , Andrea Dittadi , Fabian J. Theis

We derive a closed-form expression for the orthogonal polynomials associated with the general lognormal density. The result can be utilized to construct easily computable approximations for probability density function of a product of…

Information Theory · Computer Science 2016-11-17 Zhong Zheng , Lu Wei , Jyri Hämäläinen , Olav Tirkkonen

Recently, a new and efficient algorithm (the LLR method) has been proposed for computing densities of states in statistical systems and gauge theories. In this talk, we explore whether this novel density of states method can be applied to…

High Energy Physics - Lattice · Physics 2014-11-04 Biagio Lucini , Kurt Langfeld

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…

Strongly Correlated Electrons · Physics 2026-03-17 David Linteau , Saverio Moroni , Giuseppe Carleo , Markus Holzmann

Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes a new sensitivity index, based upon the modification of the…

Computing observables from conditioned dynamics is typically computationally hard, because, although obtaining independent samples efficiently from the unconditioned dynamics is usually feasible, generally most of the samples must be…

Data Analysis, Statistics and Probability · Physics 2026-01-08 Alfredo Braunstein , Giovanni Catania , Luca Dall'Asta , Matteo Mariani , Anna Paola Muntoni

We investigate an approximate sampling scheme that can significantly reduce the cost scaling of variational Monte Carlo when it is employed to predict the energy differences associated with local chemical changes. Inspired by side-chaining…

Chemical Physics · Physics 2026-03-13 Sonja Bumann , Eric Neuscamman