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We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

Machine Learning · Statistics 2015-08-11 Haim Avron , Vikas Sindhwani , Jiyan Yang , Michael Mahoney

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

It was known from Metropolis et al. [J. Chem. Phys. 21 (1953) 1087--1092] that one can sample from a distribution by performing Monte Carlo simulation from a Markov chain whose equilibrium distribution is equal to the target distribution.…

Methodology · Statistics 2011-04-13 Martin A. Tanner , Wing H. Wong

Inferential methods can be used to integrate experimental informations and molecular simulations. The maximum entropy principle provides a framework for using equilibrium experimental data and it has been shown that replica-averaged…

Biomolecules · Quantitative Biology 2018-05-16 Riccardo Capelli , Guido Tiana , Carlo Camilloni

The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…

Other Condensed Matter · Physics 2007-12-20 Michal Bajdich

This paper discusses how two classes of approximate computation algorithms can be adapted, in a modular fashion, to achieve exact statistical inference from differentially private data products. Considered are approximate Bayesian…

Computation · Statistics 2022-09-28 Ruobin Gong

Within the imaginary-time theory for nonequilibrium in quantum dot systems the calculation of dynamical quantities like Green's functions is possible via a suitable quantum Monte-Carlo algorithm. The challenging task is to analytically…

Strongly Correlated Electrons · Physics 2013-07-04 Andreas Dirks , Jong E. Han , Mark Jarrell , Thomas Pruschke

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N -body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures.…

Strongly Correlated Electrons · Physics 2015-10-15 Fionn D. Malone , N. S. Blunt , James J. Shepherd , D. K. K. Lee , J. S. Spencer , W. M. C. Foulkes

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

A longstanding problem in quantum metrology is how to extract as much information as possible in realistic scenarios with not only multiple unknown parameters, but also limited measurement data and some degree of prior information. Here we…

Quantum Physics · Physics 2020-03-24 Jesús Rubio , Jacob Dunningham

QCD sum rules are analyzed with the help of the Maximum Entropy Method. We develop a new technique based on the Bayesion inference theory, which allows us to directly obtain the spectral function of a given correlator from the results of…

High Energy Physics - Phenomenology · Physics 2015-03-17 Philipp Gubler , Makoto Oka

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…

Statistical Mechanics · Physics 2009-10-31 J. C. Lemm , J. Uhlig , A. Weiguny

The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Computation · Statistics 2017-08-30 James E. Johndrow , Jonathan C. Mattingly , Sayan Mukherjee , David Dunson

The random matrix ensembles (RME) of quantum statistical Hamiltonians, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied in literature to following quantum statistical systems:…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

This paper proposes a new approach for Bayesian and maximum likelihood parameter estimation for stationary Gaussian processes observed on a large lattice with missing values. We propose an MCMC approach for Bayesian inference, and a Monte…

Computation · Statistics 2014-02-19 Jonathan R. Stroud , Michael L. Stein , Shaun Lysen

Using quantum Monte Carlo (QMC) simulations we study the ground-state properties of the one-dimensional fermionic Hubbard model in traps with an underlying lattice. Since due to the confining potential the density is space dependent,…

Strongly Correlated Electrons · Physics 2007-05-23 Marcos Rigol , Alejandro Muramatsu
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