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A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

This paper presents a solution for persistent monitoring of real-world stochastic phenomena, where the underlying covariance structure changes sharply across time, using a small number of mobile robot sensors. We propose an adaptive…

Robotics · Computer Science 2018-04-30 Sahil Garg , Nora Ayanian

The description of the entanglement dynamics of monitored noninteracting fermions, including the existence of measurement-induced phase transitions (MIPTs), is a challenging problem with conflicting results in the literature. The mapping of…

Quantum Physics · Physics 2026-04-06 Bo Fan , Can Yin , Antonio M. García-García

In this article, we propose two numerical methods, the Gaussian Process (GP) method and the Fourier Features (FF) algorithm, to solve mean field games (MFGs). The GP algorithm approximates the solution of a MFG with maximum a posteriori…

Numerical Analysis · Mathematics 2022-05-10 Chenchen Mou , Xianjin Yang , Chao Zhou

Identifying spatial quantum correlations in mixed states is challenging because thermal mixed-state contributions obscure the entanglement encoded in subsystem entropy. Here, we introduce the entanglement projected entropy, a diagnostic for…

Quantum Physics · Physics 2026-05-26 Jia-Wen Tao , Hui-Ke Jin

In this paper we study from a numerical analysis perspective the Fractional Step Kinetic Monte Carlo (FS-KMC) algorithms proposed in [1] for the parallel simulation of spatially distributed particle systems on a lattice. FS-KMC are…

Numerical Analysis · Mathematics 2012-08-07 Giorgos Arampatzis , Markos A. Katsoulakis , Petr Plechac

In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…

Machine Learning · Computer Science 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

We adapt and optimize the projected-pair-entangled-state (PEPS) algorithm on finite lattices (fPEPS) for two-dimensional Hubbard models and apply the algorithm to the Hubbard model with nearest-neighbor hopping on a square lattice. In…

Strongly Correlated Electrons · Physics 2023-04-19 Markus Scheb , Reinhard M. Noack

Gaussian Quantum Monte Carlo (GQMC) is a stochastic phase space method for fermions with positive weights. In the example of the Hubbard model close to half filling it fails to reproduce all the symmetries of the ground state leading to…

Strongly Correlated Electrons · Physics 2008-03-04 P. Corboz , A. Kleine , F. F. Assaad , I. P. McCulloch , U. Schollwöck , M. Troyer

Three techniques for performing gauge-invariant, noncompact lattice simulations of nonabelian gauge theories are discussed. In the first method, the action is not itself gauge invariant, but a kind of lattice gauge invariance is restored by…

High Energy Physics - Lattice · Physics 2008-02-03 Kevin Cahill

We propose automated augmented conjugate inference, a new inference method for non-conjugate Gaussian processes (GP) models. Our method automatically constructs an auxiliary variable augmentation that renders the GP model conditionally…

Machine Learning · Statistics 2020-02-27 Théo Galy-Fajou , Florian Wenzel , Manfred Opper

Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification…

Machine Learning · Computer Science 2026-05-19 Boning Zhang , Matteo Zecchin , Mingzhao Guo , Dongzhu Liu , Osvaldo Simeone

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…

Systems and Control · Computer Science 2018-08-15 Simo Särkkä , Mauricio A. Álvarez , Neil D. Lawrence

We present a scheme to perform an iterative variational optimization with infinite projected entangled-pair states (iPEPS), a tensor network ansatz for a two-dimensional wave function in the thermodynamic limit, to compute the ground state…

Strongly Correlated Electrons · Physics 2017-05-02 Philippe Corboz

The aim of this paper is to test numerically the predictions of the Mode Coupling Theory (MCT) of the glass transition and study its finite size scaling properties in a model with an exact MCT transition, which we choose to be the fully…

Disordered Systems and Neural Networks · Physics 2009-09-24 Thomas Sarlat , Alain Billoire , Giulio Biroli , Jean-Philippe Bouchaud

The utility of quantum computers for simulating lattice gauge theories is currently limited by the noisiness of the physical hardware. Various quantum error mitigation strategies exist to reduce the statistical and systematic uncertainties…

We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Machine Learning · Statistics 2021-09-22 Panagiotis Tsilifis , Piyush Pandita , Sayan Ghosh , Valeria Andreoli , Thomas Vandeputte , Liping Wang

The tensor network algorithm, a family of prevalent numerical methods for quantum many-body problems, aptly captures the entanglement properties intrinsic to quantum systems, enabling precise representation of quantum states. However, its…

Strongly Correlated Electrons · Physics 2024-06-26 He-Yu Lin , Yibin Guo , Rong-Qiang He , Z. Y. Xie , Zhong-Yi Lu