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This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

Optimization and Control · Mathematics 2021-10-05 Qiang Li , Hoi-To Wai

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…

Optimization and Control · Mathematics 2018-07-02 Jonathan Jonker , Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster

We study the structure of the ground states of local stoquastic Hamiltonians and show that under mild assumptions the following distributions can efficiently approximate one another: (a) distributions arising from ground states of…

Quantum Physics · Physics 2020-11-20 Robbie King , Sergii Strelchuk

In this paper we look at a class of random optimization problems that arise in the forms typically known in statistical physics as Little models. In \cite{BruParRit92} the Little models were studied by means of the well known tool from the…

Optimization and Control · Mathematics 2013-06-19 Mihailo Stojnic

The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…

Mathematical Finance · Quantitative Finance 2025-10-13 Nicola F. Zaugg , Lech A. Grzelak

Understanding extreme non-locality in many-body quantum systems can help resolve questions in thermostatistics and laser physics. The existence of symmetry selection rules for Hamiltonians with non-decaying terms on infinite-size lattices…

Strongly Correlated Electrons · Physics 2020-06-01 S. N. Saadatmand

This work explores the global optimization problem of finding lowest-energy configurations (ground states) in disordered continuous spins models from statistical physics, with a particular focus on the random field XY model. Due to an…

Optimization and Control · Mathematics 2026-05-07 Ramgopal Agrawal , Lorenzo Ciarpaglini , Enzo Marinari , Marco Sciandrone , Diego Scuppa , Elisa Trasatti

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

Machine Learning · Statistics 2024-12-17 Jiahe Lin , George Michailidis

In this article we present a novel discrete-time design approach which reduces the deteriorating effects of sampling on stability and performance in digitally controlled nonlinear mechanical systems. The method is motivated by recent…

Systems and Control · Electrical Eng. & Systems 2021-04-30 Paul Kotyczka , Tobias Thoma

Variational Bayes methods are a potential scalable estimation approach for state space models. However, existing methods are inaccurate or computationally infeasible for many state space models. This paper proposes a variational…

Econometrics · Economics 2023-06-05 Rubén Loaiza-Maya , Didier Nibbering

All ground states and low-lying excitations of a +/- I Ising spin glass model on a cubic 4 x 4 x 4 lattice with periodical boundary conditions were calculated using a method of combinatorical optimization. The structure of states in the…

Condensed Matter · Physics 2016-08-31 T. Klotz , S. Kobe

In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…

Systems and Control · Computer Science 2014-05-29 M. Prandini , S. Garatti , R. Vignali

A method is presented in which the ground-state subspace is projected out of a Hamiltonian representation. As a result of this projection, an effective Hamiltonian is constructed where its ground-state coincides with an excited-state of the…

Quantum Physics · Physics 2023-08-14 P. Jouzdani , S. Bringuier , M. Kostuk

We introduce a method based on semidefinite programming that produces rigorous two-sided bounds on ground state energy densities and correlation functions of translation-invariant classical spin models on infinite lattices. In this method,…

Statistical Mechanics · Physics 2026-05-11 Nisarga Paul , Gil Refael

Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…

Statistical Mechanics · Physics 2023-12-25 S P Fitzgerald , T J W Honour

We give the solution to the minimum-energy control problem for linear stochastic systems. The problem is as follows: given an exactly controllable system, find the control process with the minimum expected energy that transfers the system…

Probability · Mathematics 2014-10-14 Bujar Gashi

We propose a single-layer tensor network framework for the variational determination of ground states in two-dimensional quantum lattice models. By combining the nested tensor network method [Phys. Rev. B 96, 045128 (2017)] with the…

Strongly Correlated Electrons · Physics 2026-04-17 Hongyu Chen , Yangfeng Fu , Weiqiang Yu , Rong Yu , Z. Y. Xie

We consider the energy-driven stochastic state vector reduction equation for the density matrix, which for pure state density matrices can be written in two equivalent forms. We use these forms to discuss the decoupling of the noise terms…

Quantum Physics · Physics 2009-11-07 Stephen L. Adler

We present a variational method for approximating the ground state of spin models close to (Richardson-Gaudin) integrability. This is done by variationally optimizing eigenstates of integrable Richardson-Gaudin models, where the toolbox of…

Strongly Correlated Electrons · Physics 2017-12-11 Pieter W. Claeys , Jean-Sébastien Caux , Dimitri Van Neck , Stijn De Baerdemacker

This paper is concerned with the state estimation problem for two-dimensional systems with asynchronous multichannel delays and energy harvesting constraints. In the system, each smart sensor has a certain probability of harvesting energy…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Yu Chen , Wei Wang