Related papers: Ramp from Replica Trick
In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the…
In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT)…
We study the behaviour of a scalar field coupled to a noncommutative black hole which is described by a $\kappa$-cylinder Hopf algebra. We introduce a new class of realizations of this algebra which has a smooth limit as the deformation…
The spectral density of random graphs with topological constraints is analysed using the replica method. We consider graph ensembles featuring generalised degree-degree correlations, as well as those with a community structure. In each case…
We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…
A Hadamard-Hitchcock decomposition of a multidimensional array is a decomposition that expresses the latter as a Hadamard product of several tensor rank decompositions. Such decompositions can encode probability distributions that arise…
Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…
The discretisation of boundary integral equations for the scalar Helmholtz equation leads to large dense linear systems. Efficient boundary element methods (BEM), such as the fast multipole method (FMM) and $\Hmat$ based methods, focus on…
We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…
Trotter product formulas are a natural and powerful approach to perform quantum simulation. However, the error analysis of product formulas is challenging, and their cost is often overestimated. It is established that Trotter error can be…
We develop a novel and powerful method of exactly calculating various transport characteristics of waves in one-dimensional random media with (or without) coherent absorption or amplification. Using the method, we compute the probability…
The paper is devoted to the study of a parametric deformation model of independent and identically random variables. Firstly, we construct an efficient and very easy to compute recursive estimate of the parameter. Our stochastic estimator…
Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…
The quantum chaos is related to a Gaussian random matrix model, which shows a dip-ramp-plateau behavior in the spectral form factor for the large size $N$. The spectral form factor of time dependent Gaussian random matrix model shows also…
Densities of states weighted with the diagonal matrix elements of two operators A and B, i.e., rho^(A,B)(E) = sum_n <n|A|n><n|B|n> delta(E-E_n) cannot, in general, be written as a trace formula, and therefore no simple extension of…
Our method proposes the efficient generation of samples from an unnormalized Boltzmann density by solving the underlying continuity equation in the low-rank tensor train (TT) format. It is based on the annealing path commonly used in MCMC…
We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…