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A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

Sampling with the Generalised Atmospheric Rosenbluth Method (GARM) is a technique for estimating the distributions of lattice polymer models that has had some success in the study of linear polymers and lattice polygons. In this paper we…

Statistical Mechanics · Physics 2024-01-23 Tom Roberts , Thomas Prellberg

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson

This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…

Numerical Analysis · Mathematics 2011-02-21 Ronan Costaouec

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

Statistical Mechanics · Physics 2015-06-03 C. E. Fiore , M. G. E. da Luz

In this article, we compute the topological expansion of all possible mixed-traces in a hermitian two matrix model. In other words we give a recipe to compute the number of discrete surfaces of given genus, carrying an Ising model, and with…

High Energy Physics - Theory · Physics 2009-11-13 Bertrand Eynard , Nicolas Orantin

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…

Statistics Theory · Mathematics 2021-03-12 Dmytro Ivanenko , Rostyslav Pogorielov

We are interested in generating surfaces with arbitrary roughness and forming patterns on the surfaces. Two methods are applied to construct rough surfaces. In the first method, some superposition of wave functions with random frequencies…

Numerical Analysis · Mathematics 2024-01-12 Siqing Li , Leevan Ling , Steven J. Ruuth , Xuemeng Wang

Surveillance and surveying are two important applications of empirical research. A major part of terrain modelling is supported by photographic surveys which are used for capturing expansive natural surfaces using a wide range of sensors --…

Image and Video Processing · Electrical Eng. & Systems 2023-05-16 Maniratnam Mandal , Venkatesh K. Subramanian

A new method of constructing a weak coupling expansion of two dimensional (2D) models with an unbroken continuous symmetry is developed. The method is based on an analogy with the abelian XY model, respects the Mermin-Wagner (MW) theorem…

High Energy Physics - Lattice · Physics 2009-10-31 O. Borisenko , V. Kushnir , A. Velytsky

Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce…

Numerical Analysis · Mathematics 2023-03-14 Edouard Timsit , Laura Grigori , Oleg Balabanov

The finite lattice method of series expansion has been used to extend low-temperature series for the partition function, order parameter and susceptibility of the $3$-state Potts model on the simple cubic lattice to order $z^{43}$ and the…

High Energy Physics - Lattice · Physics 2009-10-22 A J Guttmann , I G Enting

We calculate power spectra of cosmological perturbations at high accuracy for two classes of inflation models. We classify the models according to the behaviour of the Hubble distance during inflation. Our approximation works if the Hubble…

Astrophysics · Physics 2009-11-06 Dominik J. Schwarz , Cesar A. Terrero-Escalante , Alberto A. Garcia

Downscaling aims to link the behaviour of the atmosphere at fine scales to properties measurable at coarser scales, and has the potential to provide high resolution information at a lower computational and storage cost than numerical…

Atmospheric and Oceanic Physics · Physics 2021-05-19 Rachel Prudden , Niall Robinson , Peter Challenor , Richard Everson

A method for adaptive model order reduction for nonsmooth discrete element simulation is developed and analysed in numerical experiments. Regions of the granular media that collectively move as rigid bodies are substituted with rigid bodies…

Computational Physics · Physics 2015-12-02 Martin Servin , Da Wang

The Random Hypersurface Model (RHM) is introduced that allows for estimating a shape approximation of an extended object in addition to its kinematic state. An RHM represents the spatial extent by means of randomly scaled versions of the…

Systems and Control · Computer Science 2013-04-19 Marcus Baum , Uwe D. Hanebeck

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

An infinite hierarchy of layering transitions exists for model polymers in solution under poor solvent or low temperatures and near an attractive surface. A flat histogram stochastic growth algorithm known as FlatPERM has been used on a…

Statistical Mechanics · Physics 2009-11-10 J. Krawczyk , A. L. Owczarek , T. Prellberg , A. Rechnitzer