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An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

We consider an Ising model with quenched surface disorder, the disorder average of the free energy is the main object of interest. Explicit expressions for the free energy distribution are difficult to obtain if the quenched surface spins…

Mathematical Physics · Physics 2024-10-30 Nils Gluth , Thomas Guhr , Alfred Hucht

Estimating the mixing density of a latent mixture model is an important task in signal processing. Nonparametric maximum likelihood estimation is one popular approach to this problem. If the latent variable distribution is assumed to be…

Methodology · Statistics 2024-03-01 Shijie Wang , Minsuk Shin , Ray Bai

Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…

Methodology · Statistics 2023-11-23 Bernard W. Silverman , Lax Chan , Kyle Vincent

The current capacity of computers makes it possible to perform simulations of small systems with portable, explicit-solvent potentials achieving high degree of accuracy. However, simplified models must be employed to exploit the behaviour…

Biomolecules · Quantitative Biology 2015-06-18 R. Capelli , C. Paissoni , P. Sormanni , G. Tiana

We present a new power method to obtain solutions of eigenvalue problems. The method can determine not only the dominant or lowest eigenvalues but also all eigenvalues without the need for a deflation procedure. The method uses a functional…

Numerical Analysis · Mathematics 2024-10-08 I Wayan Sudiarta , Hadi Susanto

A new simulated tempering method, which is referred to as simulated tempering umbrella sampling, for calculating the free energy of chemical reactions is proposed. First principles molecular dynamics simulations with this simulated…

Statistical Mechanics · Physics 2012-06-05 Yoshiharu Mori , Yuko Okamoto

Periodic structures are ubiquitous in quantum many-body systems and quantum field theories, ranging from lattice models, compact spaces, to topological phenomena. However, previous bootstrap studies encountered technical challenges even for…

High Energy Physics - Theory · Physics 2025-07-04 Zhijian Huang , Wenliang Li

We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide…

Systems and Control · Computer Science 2016-09-16 Victor M. Preciado , M. Amin Rahimian

Although the operator (spectral) norm is one of the most widely used metrics for covariance estimation, comparatively little is known about the fluctuations of error in this norm. To be specific, let $\hat\Sigma$ denote the sample…

Statistics Theory · Mathematics 2019-09-16 Miles E. Lopes , N. Benjamin Erichson , Michael W. Mahoney

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

Statistical Mechanics · Physics 2012-12-04 B. M. Rubenstein , J. E. Gubernatis , J. D. Doll

We study the free energy of a most used deep architecture for restricted Boltzmann machines, where the layers are disposed in series. Assuming independent Gaussian distributed random weights, we show that the error term in the so-called…

Disordered Systems and Neural Networks · Physics 2022-07-08 Giuseppe Genovese

This paper introduces a method for computing the Helmholtz free energy using the flow matching technique. Unlike previous work that utilized flow-based models for variational free energy calculations, this method provides bounds for free…

Computational Physics · Physics 2025-01-03 Lu Zhao , Lei Wang

In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…

Methodology · Statistics 2012-09-28 Art B. Owen , Dean Eckles

Accurate predictions of electricity demands are necessary for managing operations in a small aggregation load setting like a Microgrid. Due to low aggregation, the electricity demands can be highly stochastic and point estimates would lead…

Machine Learning · Computer Science 2025-11-10 Rohit Dube , Natarajan Gautam , Amarnath Banerjee , Harsha Nagarajan

We consider the random matrix model with external source, in case where the potential V(x) is an even polynomial and the external source has two eigenvalues a, -a of equal multiplicity. We show that the limiting mean eigenvalue distribution…

Mathematical Physics · Physics 2010-01-11 Pavel Bleher , Steven Delvaux , Arno B. J. Kuijlaars

We present a semidefinite program (SDP) algorithm to find eigenvalues of Schr\"{o}dinger operators within the bootstrap approach to quantum mechanics. The bootstrap approach involves two ingredients: a nonlinear set of constraints on the…

High Energy Physics - Theory · Physics 2023-06-07 David Berenstein , George Hulsey

We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Statistics Theory · Mathematics 2020-12-04 Samprit Banerjee , Stefano Monni

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

The conformational free energy landscape of a system is a fundamental thermodynamic quantity of importance particularly in the study of soft matter and biological systems, in which the entropic contributions play a dominant role. While…

Biological Physics · Physics 2015-10-13 N. Ramakrishnan , Richard W. Tourdot , Ravi Radhakrishnan
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