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A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelation and cross-correlation of residuals and squared residuals…

Statistics Theory · Mathematics 2022-09-01 Esam Mahdi , Thomas J. Fisher

An important element of the $S$-matrix bootstrap program is the relationship between the modulus of an $S$-matrix element and its phase. Unitarity relates them by an integral equation. Even in the simplest case of elastic scattering, this…

High Energy Physics - Theory · Physics 2023-08-21 Aurélien Dersy , Matthew D. Schwartz , Alexander Zhiboedov

The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…

Statistical Mechanics · Physics 2025-04-15 Roberto da Silva , Eliseu Venites Filho , Henrique Almeida Fernandes , Paulo F. Gomes

Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of objects, covariance matrix cleaning is necessary to reduce…

Risk Management · Quantitative Finance 2021-06-09 Christian Bongiorno , Damien Challet

In two-dimensional critical loop models, including the $O(n)$ and Potts models, the spectrum is exactly known, as are a few structure constants or ratios thereof. Using numerical conformal bootstrap methods, we study $235$ of the simplest…

High Energy Physics - Theory · Physics 2024-09-26 Rongvoram Nivesvivat , Sylvain Ribault , Jesper Lykke Jacobsen

We use analytical bootstrap techniques to study supersymmetric monodromy defects in the critical Wess-Zumino model. In preparation for this result we first study two related systems which are interesting on their own: general monodromy…

High Energy Physics - Theory · Physics 2022-06-15 Aleix Gimenez-Grau , Pedro Liendo

A numerical bootstrap method is proposed to provide rigorous and nontrivial bounds in general quantum many-body systems with locality. In particular, lower bounds on ground state energies of local lattice systems are obtained by imposing…

Strongly Correlated Electrons · Physics 2020-09-16 Xizhi Han

This technical note presents a new approach to carrying out the kind of exploration achieved by Thompson sampling, but without explicitly maintaining or sampling from posterior distributions. The approach is based on a bootstrap technique…

Machine Learning · Statistics 2015-07-02 Ian Osband , Benjamin Van Roy

We show that multipartite entanglement can be used as an efficient way of identifying the critical points of 1+1D systems. We demonstrate this with the quantum Ising model, lattice $\lambda \phi^4$ approximated with qutrits, and arrays of…

Quantum Physics · Physics 2026-03-13 Zane Ozzello , Yannick Meurice

Quantum quench dynamics is considered in a one dimensional unitary matrix model with a single trace potential. This model is integrable and has been studied in the context of non-critical string theory. We find dynamical phase transitions,…

High Energy Physics - Theory · Physics 2015-06-12 Gautam Mandal , Takeshi Morita

In the realm of contemporary physics, the bootstrap method is typically associated with an optimization-based approach to problem-solving. This method leverages our understanding of a specific physical problem, which is used as the…

High Energy Physics - Theory · Physics 2024-01-02 Zechuan Zheng

High-dimensional entanglement has been identified as an important resource in quantum information processing, and also as a main obstacle for simulating quantum systems. Its certification is often difficult, and most widely used methods for…

Quantum Physics · Physics 2024-01-31 Shuheng Liu , Matteo Fadel , Qiongyi He , Marcus Huber , Giuseppe Vitagliano

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…

Statistics Theory · Mathematics 2015-05-28 Mélisande Albert , Yann Bouret , Magalie Fromont , Patricia Reynaud-Bouret

Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-12-18 Akash Yadav , Ruda Zhang

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

We implement a bootstrap method that combines stationary state conditions, thermal inequalities, and semidefinite relaxations of matrix logarithm in the ungauged one-matrix quantum mechanics, at finite rank N as well as in the large N…

High Energy Physics - Theory · Physics 2025-03-28 Minjae Cho , Barak Gabai , Joshua Sandor , Xi Yin

This work focuses on the problem of exact model reduction of positive linear systems, by leveraging minimal realization theory. While determining the existence of a positive reachable realization remains in general an open problem, we are…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Marco Cortese , Tommaso Grigoletto , Francesco Ticozzi , Augusto Ferrante

We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…

Econometrics · Economics 2018-12-04 Yuan Liao , Xiye Yang

The Boltzmann distribution encodes our subjective knowledge of the configuration in a classical lattice model, given only its Hamiltonian. If we acquire further information about the configuration from measurement, our knowledge is updated…

Statistical Mechanics · Physics 2025-04-03 Adam Nahum , Jesper Lykke Jacobsen

Statistics derived from the eigenvalues of sample covariance matrices are called spectral statistics, and they play a central role in multivariate testing. Although bootstrap methods are an established approach to approximating the laws of…

Methodology · Statistics 2019-02-21 Miles Lopes , Andrew Blandino , Alexander Aue