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Modern methods for sampling rugged landscapes in state space mainly rely on knowledge of the relative probabilities of microstates, which is given by the Boltzmann factor for equilibrium systems. In principle, trajectory reweighting…

Statistical Mechanics · Physics 2018-09-26 Patrick B. Warren , Rosalind J. Allen

We analyze in detail, beyond the usual scaling hypothesis, the finite-size convergence of static quantities toward the thermodynamic limit. In this way we are able to obtain sequences of pseudo-critical points which display a faster…

Statistical Mechanics · Physics 2008-04-10 M. Roncaglia , L. Campos Venuti , C. Degli Esposti Boschi

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true…

Optimization and Control · Mathematics 2021-03-26 Minghan Yang , Dong Xu , Hongyu Chen , Zaiwen Wen , Mengyun Chen

We study the phase retrieval problem, which solves quadratic system of equations, i.e., recovers a vector $\boldsymbol{x}\in \mathbb{R}^n$ from its magnitude measurements $y_i=|\langle \boldsymbol{a}_i, \boldsymbol{x}\rangle|, i=1,..., m$.…

Machine Learning · Statistics 2016-10-28 Huishuai Zhang , Yi Zhou , Yingbin Liang , Yuejie Chi

We propose a method for reconstruction of the density matrix from measurable time-dependent (probability) distributions of physical quantities. The applicability of the method based on least-squares inversion is - compared with other…

Quantum Physics · Physics 2016-09-08 T. Opatrny , D. -G. Welsch , W. Vogel

The methods of the renormalization group and the $\varepsilon$-expansion are applied to quantum gravity revealing the existence of an asymptotically safe fixed point in spacetime dimensions higher than two. To facilitate this, physical…

High Energy Physics - Theory · Physics 2018-01-04 Kevin Falls

We investigate a novel quantum random walk (QRW) model, possibly useful in quantum algorithm implementation, that achieves a quadratically faster diffusion rate compared to its classical counterpart. We evaluate its asymptotic behavior…

Quantum Physics · Physics 2016-09-08 Demosthenes Ellinas , Ioannis Smyrnakis

Characterising quantum processes is a key task in and constitutes a challenge for the development of quantum technologies, especially at the noisy intermediate scale of today's devices. One method for characterising processes is randomised…

Quantum Physics · Physics 2018-10-31 Ingo Roth , Richard Kueng , Shelby Kimmel , Yi-Kai Liu , David Gross , Jens Eisert , Martin Kliesch

We show how effective-potential path-integrals methods, stemming on a simple and nice idea originally due to Feynman and successfully employed in Physics for a variety of quantum thermodynamics applications, can be used to develop an…

Computational Finance · Quantitative Finance 2020-09-25 Luca Capriotti , Ruggero Vaia

R. Lavy and C. Swamy (FOCS 2005, J. ACM 2011) introduced a general method for obtaining truthful-in-expectation mechanisms from linear programming based approximation algorithms. Due to the use of the Ellipsoid method, a direct…

Computer Science and Game Theory · Computer Science 2016-06-15 Khaled Elbassioni , Kurt Mehlhorn , Fahimeh Ramezani

We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…

Optimization and Control · Mathematics 2025-08-05 Nataša Krejić , Nataša Krklec Jerinkić , Tijana Ostojić , Nemanja Vučićević

We prove an abstract result establishing that one can obtain the convergence of Rare Events Point Processes counting the number of orbital visits to a sequence of shrinking target sets from the convergence of corresponding point processes…

Dynamical Systems · Mathematics 2023-03-31 Dylan Bansard-Tresse , Jorge Milhazes Freitas

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

We show that the estimating equations for quantile regression can be solved using a simple EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…

Methodology · Statistics 2021-06-29 Haim Y. Bar , James G. Booth , Martin T. Wells

In quantum information geometry, the curvature of von-Neumann entropy and relative entropy induce a natural metric on the space of mixed quantum states. Here we use this information metric to construct a random matrix ensemble for states…

Quantum Physics · Physics 2026-01-26 Harry J. D. Miller

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

In this paper, we consider the problem of recovering a compactly supported multivariate function from a collection of pointwise samples of its Fourier transform taken nonuniformly. We do this by using the concept of weighted Fourier frames.…

Numerical Analysis · Mathematics 2015-09-08 Ben Adcock , Milana Gataric , Anders C. Hansen

Certain natural geometric approximation schemes are developed for Wiener measure on a compact Riemannian manifold. These approximations closely mimic the informal path integral formulas used in the physics literature for representing the…

Differential Geometry · Mathematics 2007-05-23 Lars Andersson , Bruce K. Driver

Work statistics characterizes important features of a non-equilibrium thermodynamic process. But the calculation of the work statistics in an arbitrary non-equilibrium process is usually a cumbersome task. In this work, we study the work…

Statistical Mechanics · Physics 2020-03-18 Tian Qiu , Zhaoyu Fei , Rui Pan , H. T. Quan

The theory of large random matrices has proved an invaluable tool for the study of systems with disordered interactions in many quite disparate research areas. Widely applicable results, such as the celebrated elliptic law for dense random…

Disordered Systems and Neural Networks · Physics 2025-03-27 Joseph W. Baron