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Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…

Computation · Statistics 2014-04-01 Andrew T. Karl , Yan Yang , Sharon L. Lohr

We calculate connected correlators in time dependent Gaussian orthogonal and symplectic random matrix ensembles by a diagrammatic method. We obtain averaged one-point Green's functions in the leading order O(1) and wide two-level and…

Condensed Matter · Physics 2008-02-03 Chigak Itoi , Yoshinori Sakamoto

This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…

Methodology · Statistics 2021-08-02 Jeanett S. Pelck , Rodrigo Labouriau

Following the program, proposed in hep-th/0310113, of systematizing known properties of matrix model partition functions (defined as solutions to the Virasoro-like sets of linear differential equations), we proceed to consideration of…

High Energy Physics - Theory · Physics 2009-05-01 A. Alexandrov , A. Mironov , A. Morozov

We use the explicit relation between genus filtrated $s$-loop means of the Gaussian matrix model and terms of the genus expansion of the Kontsevich--Penner matrix model (KPMM), which is the generating function for volumes of discretized…

Mathematical Physics · Physics 2016-01-01 Jørgen Ellegaard Andersen , Leonid O. Chekhov , Paul Norbury , Robert C. Penner

We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local…

Strongly Correlated Electrons · Physics 2007-05-23 Beat Ammon , Hans Gerd Evertz , Naoki Kawashima , Matthias Troyer , Beat Frischmuth

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

Methodology · Statistics 2025-07-15 Wei Liu , Qingzhi Zhong

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

We develop a new framework to compute the exact correlators of characteristic polynomials, and their inverses, in random matrix theory. Our results hold for general potentials and incorporate the effects of an external source. In matrix…

High Energy Physics - Theory · Physics 2021-11-04 Taro Kimura , Edward A. Mazenc

I consider the Hermitean two-matrix model with a logarithmic potential which is associated in the one-matrix case with the Penner model. Using loop equations I find an explicit solution of the model at large N (or in the spherical…

High Energy Physics - Theory · Physics 2009-10-22 Yu. Makeenko

We introduce a novel multivariate GARCH model with flexible convolution-t distributions that is applicable in high-dimensional systems. The model is called Cluster GARCH because it can accommodate cluster structures in the conditional…

Econometrics · Economics 2024-06-12 Chen Tong , Peter Reinhard Hansen , Ilya Archakov

Generalized unitarity cut of a Feynman diagram generates an algebraic system of polynomial equations. At high-loop levels, these equations may define a complex curve or a (hyper-)surface with complicated topology. We study the curve cases,…

High Energy Physics - Phenomenology · Physics 2015-06-12 Rijun Huang , Yang Zhang

The tree-level S-matrix of type II supergravity can be computed in scattering equation form by correlators in a worldsheet theory analogous to a chiral, infinite tension limit of the pure spinor formalism. By defining a non-minimal version…

High Energy Physics - Theory · Physics 2015-06-01 Tim Adamo , Eduardo Casali

We outline a general algorithm for computing an explicit model over a number field of any curve of genus 2 whose (unpolarized) Jacobian is isomorphic to the product of two elliptic curves with CM by the same order in an imaginary quadratic…

Number Theory · Mathematics 2018-03-30 Fernando Rodriguez Villegas

We show that many infinite classes of permutations over finite fields can be constructed via translators with a large choice of parameters. We first charac- terize some functions having linear translators, based on which several families of…

Information Theory · Computer Science 2016-12-13 Nastja Cepak , Pascale Charpin , Enes Pasalic

The loop equations for a chain of hermitian random matrices are computed explicitely, including the 1/N^2 corrections. To leading order, the master loop equation reduces to an algebraic equation, whose solution can be written in terms of…

High Energy Physics - Theory · Physics 2009-11-10 B Eynard

Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…

Mathematical Physics · Physics 2011-10-10 Gaëtan Borot

An algorithm for calculating two-loop propagator type Feynman diagrams with arbitrary masses and external momentum is proposed. Recurrence relations allowing to express any scalar integral in terms of basic integrals are given. A minimal…

High Energy Physics - Phenomenology · Physics 2009-10-30 O. V. Tarasov

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw

We compute higher-point superstring correlators involving spin fields in various even space-time dimensions D at tree-level and to arbitrary loop order. This generalizes previous work in D=4 space-time dimensions. The main focus are D=6,8…

High Energy Physics - Theory · Physics 2011-06-15 D. Haertl , O. Schlotterer