Related papers: Pad\'e Approximation and Partition Function Zeros
Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…
Recently, it has been great interest in the development of methods for solving nonlinear differential equations directly. Here, it is shown an algorithm based on Pad\'e approximants for solving nonlinear partial differential equations…
We analyze the partition function of the Ising model on graphs of two different types: complete graphs, wherein all nodes are mutually linked and annealed scale-free networks for which the degree distribution decays as $P(k)\sim…
We formulate, with full generality, the asymptotic estimation theory for Gaussian states in terms of their first and second moments. By expressing the quantum Fisher information (QFI) and the elusive symmetric logarithmic derivative (SLD)…
The sigma-point filters, such as the UKF, which exploit numerical quadrature to obtain an additional order of accuracy in the moment transformation step, are popular alternatives to the ubiquitous EKF. The classical quadrature rules used in…
We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…
Participation factors (PFs) quantify the interaction between system modes and state variables, and they play a crucial role in various applications such as modal analysis, model reduction, and control design. With increasing system…
Although Bayesian methods are robust and principled, their application in practice could be limited since they typically rely on computationally intensive Markov Chain Monte Carlo algorithms for their implementation. One possible solution…
We study the zeros of the partition function in the complex beta plane (Fisher's zeros) in SU(2) and SU(3) gluodynamics. We discuss their effects on the asymptotic behavior of the perturbative series for the average plaquette. We present…
Variational inference in probabilistic graphical models aims to approximate fundamental quantities such as marginal distributions and the partition function. Popular approaches are the Bethe approximation, tree-reweighted, and other types…
Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…
We develop a method for modeling and simulating a class of two-phase flows consisting of two immiscible incompressible dielectric fluids and their interactions with imposed external electric fields in two and three dimensions. We first…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
This paper proposes some efficient and accurate adaptive two-grid (ATG) finite element algorithms for linear and nonlinear partial differential equations (PDEs). The main idea of these algorithms is to utilize the solutions on the $k$-th…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…
We present a numerical technique employing the density of partition function zeroes (i) to distinguish between phase transitions of first and higher order, (ii) to examine the crossover between such phase transitions and (iii) to measure…
The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…
State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…
Partial differential equations (PDEs) are important tools to model physical systems and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant…