Related papers: The Clark-Ocone formula for vector valued random v…
We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…
We present a novel backward It{\^o}-Ventzell formula and an extension of the Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform…
The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using…
Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…
The paper deals with the basic integral equation of random field estimation theory by the criterion of minimum of variance of the error estimate. This integral equation is of the first kind. The corresponding integra$ operator over a…
For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple…
We find the position-momentum decomposition of the quantum operators of the classic Meixner random variables. The position-momentum decomposition involves translation operators, which are used to give a new characterization of the Meixner…
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…
Molecular simulations of many particles which move rather according to a brownian than a newtonian type of dynamics, nevertheless, can be performed by means of a "velocity-Verlet-like" algorithm. The derivation of this algorithm requires…
This paper presents a new numerical abstract domain for static analysis by abstract interpretation. This domain allows us to represent invariants of the form (x-y<=c) and (+/-x<=c), where x and y are variables values and c is an integer or…
Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…
We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency $1/\Delta_n$, with $\Delta_n$ going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of…
This paper studies value iteration for infinite horizon contracting Markov decision processes under convexity assumptions and when the state space is uncountable. The original value iteration is replaced with a more tractable form and the…
We consider some versions and generalizations of an approach to the expansion of iterated Ito stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on generalized multiple Fourier series. Expansions of iterated…
We survey the development of probability from 1900, starting with Bachelier's theory of speculation. Fisher information appears in the theory of estimation. We touch on Brownian motion, and the Wiener integral. The Ito calculus, and its…
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
Recently, [{arXiv:0810.3134}] is accepted and published. We present ultimate version of no-hidden-variables theorem. We derive a proposition concerning the quantum theory under the existence of the Bloch sphere in a single spin-1/2 system.…
We unify and generalize the notions of vacuum and amplitude in linear quantum field theory in curved spacetime. Crucially, the generalized notion admits a localization in spacetime regions and on hypersurfaces. The underlying concept is…
The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…
We study the continuity property of multiple Q-adapted quantum stochastic integrals with respect to noncommuting integrands given by the non-adapted multiple integral kernels in Fock scale. The noncommutative algebra of relatively…