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Convergence of Extremum Seeking (ES) algorithms has been established in the limit of small gains. Using averaging theory and contraction analysis, we propose a framework for computing explicit bounds on the departure of the ES scheme from…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
We develop an excited-state real-space renormalization group (RSRG-X) formalism to describe the dynamics of conserved densities in randomly interacting spin-$\frac{1}{2}$ systems. Our formalism is suitable for systems with $\textrm{U}(1)$…
Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…
The concept of distinguishability lies at the heart of quantum information theory. We introduce \textit{left-right relative entropy} as a quantitative measure of distinguishability within the space of boundary states in two-dimensional…
We argue that the usual notions of thermodynamic and entanglement entropy have novel analogs in the context of higher spin theories. In particular, the Wald and Ryu-Takayanagi formulas have natural higher spin extensions that we work out…
We consider the continuum version of the random field Ising model in one dimension: this model arises naturally as weak disorder scaling limit of the original Ising model. Like for the Ising model, a spin configuration is conveniently…
We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach…
Efficient and accurate estimation of multivariate empirical probability distributions is fundamental to the calculation of information-theoretic measures such as mutual information and transfer entropy. Common techniques include variations…
We develop a novel real-space renormalization group (RG) scheme which accurately estimates correlation length exponent $\nu$ near criticality of higher-dimensional quantum Ising and Potts models in a transverse field. Our method is…
We give the first deterministic fully polynomial-time approximation scheme (FPTAS) for computing the partition function of a two-state spin system on an arbitrary graph, when the parameters of the system satisfy the uniqueness condition on…
Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…
We simulate single and multiple Ising models coupled to 2-d gravity using both the Swendsen-Wang and Wolff algorithms to update the spins. We study the integrated autocorrelation time and find that there is considerable critical slowing…
Combinatorial optimization algorithms which compute exact ground state configurations in disordered magnets are seen to exhibit critical slowing down at zero temperature phase transitions. Using arguments based on the physical picture of…
We study a fictitious domain approach with Lagrange multipliers to discretize Stokes equations on a mesh that does not fit the boundaries. A mixed finite element method is used for fluid flow. Several stabilization terms are added to…
The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…
Consider the mean-field spin models where the Gibbs measure of each configuration depends only on its magnetization. Based on the Stein and Laplace methods, we give a new and short proof for the scaling limit theorems with convergence rate…
The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…
This paper derives a posteriori error estimators for the nonlinear first-order optimality conditions associated with the electrically and flexoelectrically coupled Frank-Oseen model of liquid crystals, building on the results of [14] for…
We establish a direct connection between inhomogeneous XX spin chains (or free fermion systems with nearest-neighbors hopping) and certain QES models on the line giving rise to a family of weakly orthogonal polynomials. We classify all such…