Related papers: Density of observables from local derivatives
In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…
We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…
We calculate the density of states of a binary Lennard-Jones glass using a recently proposed Monte Carlo algorithm. Unlike traditional molecular simulation approaches, the algorithm samples distinct configurations according to…
A new multivariate density estimator for stationary sequences is obtained by Fourier inversion of the thresholded empirical characteristic function. This estimator does not depend on the choice of parameters related to the smoothness of the…
We present a new Monte Carlo algorithm based on the Stochastic Approximation Monte Carlo (SAMC) algorithm for directly calculating the density of states. The proposed method is Stochastic Approximation with a Dynamic update factor (SAD)…
We consider the problem of estimating the density $\Pi$ of a determinantal process $N$ from the observation of $n$ independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish…
The aim of this research is to make a step towards providing a tool for model selection for log-density estimation. The author revisits the procedure for local log-density estimation suggested by Clive Loader (1996) and extends the…
We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…
Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…
Monte Carlo simulations using Wang-Landau sampling are performed to study three-dimensional chains of homopolymers on a lattice. We confirm the accuracy of the method by calculating the thermodynamic properties of this system. Our results…
Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…
An alternative Monte Carlo estimator for the one-body density rho(r) is presented. This estimator has a simple form and can be readily used in any type of Monte Carlo simulation. Comparisons with the usual regularization of the…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
A simple and stable method for computing accurate expectation values of observable with Variational Monte Carlo (VMC) or Diffusion Monte Carlo (DMC) algorithms is presented. The basic idea consists in replacing the usual ``bare'' estimator…
In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+\varepsilon$. Here, $\varepsilon$ is a measurement error independent of the random vector $X$…
Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
Monte Carlo switching moves ("perturbations") are defined between two or more classical Hamiltonians sharing a common ground-state energy. The ratio of the density of states (DOS) of one system to that of another is related to the ensemble…
The log-concave maximum likelihood estimator of a density on the real line based on a sample of size $n$ is known to attain the minimax optimal rate of convergence of $O(n^{-4/5})$ with respect to, e.g., squared Hellinger distance. In this…