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A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Computational Finance · Quantitative Finance 2023-07-10 Baron Law

A simulated annealing algorithm is applied to the reconstruction of two-dimensional porous media with prescribed correlation functions. The experimental correlation function of an isotropic sample of Fontainebleau sandstone and a synthetic…

Materials Science · Physics 2009-10-31 C. Manwart , R. Hilfer

We introduce a concept of asymptotic principal values which enables us to handle rigorously singular integrals of higher-order poles encountered in the computation of various quantities based on correlation functions of a vacuum. Several…

Mathematical Physics · Physics 2010-03-22 Masafumi Seriu

The analytic continuation of the GW self-energy from the imaginary to the real energy axis is a central difficulty for approaches exploiting the favourable properties of response functions at imaginary frequencies. Within a scheme merging…

Materials Science · Physics 2019-12-16 Ivan Duchemin , Xavier Blase

In this paper we propose a proximal algorithm for minimizing an objective function of two block variables consisting of three terms: 1) a smooth function, 2) a nonsmooth function which is a composition between a strictly increasing,…

Optimization and Control · Mathematics 2022-09-15 Maryam Yashtini

This note proposes an algorithm for identifying the poles and residues of a meromorphic function from its noisy values on the imaginary axis. The algorithm uses M\"{o}bius transform and Prony's method in the frequency domain. Numerical…

Numerical Analysis · Mathematics 2022-02-15 Lexing Ying

We revisit the classical problem of 3D shape interpolation and propose a novel, physically plausible approach based on Hamiltonian dynamics. While most prior work focuses on synthetic input shapes, our formulation is designed to be…

Computer Vision and Pattern Recognition · Computer Science 2020-04-14 Marvin Eisenberger , Daniel Cremers

Canonical correlation analysis is a classic well-known multivariate statistical method focusing on the relationships between two sets of variables. The visualisation of those relationships can be achieved by means of a biplot of the…

Methodology · Statistics 2026-04-02 Jan Graffelman

Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of estimating the leading canonical correlation directions in…

Statistics Theory · Mathematics 2015-10-16 Chao Gao , Zongming Ma , Zhao Ren , Harrison H. Zhou

High-dimensional real-world systems can often be well characterized by a small number of simultaneous low-complexity interactions. The analysis of variance (ANOVA) decomposition and the anchored decomposition are typical techniques to find…

Numerical Analysis · Mathematics 2024-03-29 Fatima Antarou Ba , Oleh Melnyk , Christian Wald , Gabriele Steidl

The analytic form of the lattice quark propagator is used to derive the functional form for short distance mesonic correlators. These are then used to calculate ``Continuum Model'' Ansatze which comprise of a pole, representing the ground…

High Energy Physics - Lattice · Physics 2015-06-25 Danielle Blythe

We present a method able to recover location and residue of poles of functions meromorphic in a half--plane from samples of the function on the real positive semi-axis. The function is assumed to satisfy appropriate asymptotic conditions…

Numerical Analysis · Mathematics 2014-09-04 Enrico De Micheli , Giovanni Alberto Viano

We evaluate imaginary time density-density correlation functions for a two-dimensional homogeneous electron gas using the phaseless auxiliary field quantum Monte Carlo method. We show that such methodology, once equipped with suitable…

Strongly Correlated Electrons · Physics 2015-09-04 M. Motta , D. E. Galli , S. Moroni , E. Vitali

In this paper, we introduce a new reduced basis methodology for accelerating the computation of large parameterized systems of high-fidelity integral equations. Core to our methodology is the use of coarse-proxy models (i.e., lower…

Numerical Analysis · Mathematics 2019-11-14 Philip A. Etter , Yuwei Fan , Lexing Ying

As a very well-known classical fact, non-minimum phase zeros of the process put some limitations on the performance of the feedback system. The source of these limitations is that such non-minimum phase zeros cannot be cancelled by unstable…

Optimization and Control · Mathematics 2012-07-31 Farshad Merrikh-Bayat

We formulate a path-integral Monte Carlo algorithm for simulating lattice systems consisting of fictitious particles governed by a generalized exchange statistics. This method, initially proposed for continuum systems, introduces a…

Strongly Correlated Electrons · Physics 2025-08-19 Zhijie Fan , Tianning Xiao , Youjin Deng

In this article we perform a critical assessment of different known methods for the analytical continuation of bosonic functions, namely the maximum entropy method, the non-negative least-square method, the non-negative Tikhonov method, the…

Strongly Correlated Electrons · Physics 2017-01-04 Johan Schött , Erik G. C. P. van Loon , Inka L. M. Locht , Mikhail Katsnelson , Igor Di Marco

The interaction of optical fields sculpted on the nano-scale with matter may not be described by the dipole approximation since the fields vary appreciably across the molecular length scale. Rather than incrementally adding higher…

Quantum Physics · Physics 2015-10-28 Vladimir Y. Chernyak , Prasoon Saurabh , Shaul Mukamel

This study presents two analytical closed-form PI controller tuning solutions for second-order plants with real poles, each achieving monotonic step response and minimum settling time. The first solution employs pole-zero cancellation,…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Senol Gulgonul

In this paper we propose a pooling approach for convolutional information processing on graphs relying on the theory of graphons and limits of dense graph sequences. We present three methods that exploit the induced graphon representation…

Machine Learning · Computer Science 2023-08-24 Alejandro Parada-Mayorga , Zhiyang Wang , Alejandro Ribeiro