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We present a Maximum Entropy method (MEM) for obtaining dynamical spectra from Quantum Monte Carlo data which have a sign problem. By relating the sign fluctuations to the norm of the spectra, our method properly treats the correlations…

统计力学 · 物理学 2007-05-23 A. Macridin , S. P. Doluweera , M. Jarrell , Th. Maier

Recently Han and Heary proposed an approach to steady-state quantum transport through mesoscopic structures, which maps the non-equilibrium problem onto a family of auxiliary quantum impurity systems subject to imaginary voltages. We employ…

强关联电子 · 物理学 2012-05-07 Andreas Dirks , Philipp Werner , Mark Jarrell , Thomas Pruschke

Bayesian statistics in the frame of the maximum entropy concept has widely been used for inferential problems, particularly, to infer dynamic properties of strongly correlated fermion systems from Quantum-Monte-Carlo (QMC) imaginary time…

凝聚态物理 · 物理学 2016-08-31 W. von der Linden , R. Preuss , W. Hanke

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

数值分析 · 数学 2020-04-15 Abinash Nayak

We present a new approach to convexification of the Tikhonov regularization using a continuation method strategy. We embed the original minimization problem into a one-parameter family of minimization problems. Both the penalty term and the…

数值分析 · 数学 2015-06-15 Valdemar Melicher , Vladimir Vrabel

When an informationally complete measurement is not available, the reconstruction of the density operator that describes the state of a quantum system can be accomplish, in a reliable way, by adopting the maximum entropy principle (MaxEnt…

量子物理 · 物理学 2022-03-16 Diego Tielas , Marcelo Losada , Lorena Rebón , Federico Holik

With the rapid growth of data, how to extract effective information from data is one of the most fundamental problems. In this paper, based on Tikhonov regularization, we propose an effective method for reconstructing the function and its…

数值分析 · 数学 2021-05-04 Jiantang Zhang , Jin Cheng , Min Zhong

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

机器学习 · 计算机科学 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

数值分析 · 数学 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

The main goal of this paper is to extend and apply the principle of maximum entropy (MaxEnt) to incomplete quantum process estimation tasks. We will define a so-called process entropy function being the von Neumann entropy of the state…

量子物理 · 物理学 2009-11-13 Mario Ziman

The purpose of analytical continuation is to establish a real frequency spectral representation of single-particle or two-particle correlation function (such as Green's function, self-energy function, and dynamical susceptibilities) from…

强关联电子 · 物理学 2023-09-21 Li Huang

Tikhonov regularization is a popular approach to obtain a meaningful solution for ill-conditioned linear least squares problems. A relatively simple way of choosing a good regularization parameter is given by Morozov's discrepancy…

数值分析 · 数学 2020-06-24 Jeffrey Cornelis , Nick Schenkels , Wim Vanroose

Entropy Regularisation is a widely adopted technique that enhances policy optimisation performance and stability. A notable form of entropy regularisation is augmenting the objective with an entropy term, thereby simultaneously optimising…

机器学习 · 计算机科学 2024-07-26 Jean Seong Bjorn Choe , Jong-Kook Kim

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

数据分析、统计与概率 · 物理学 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

Inverse problems are encountered in many domains of physics, with analytic continuation of the imaginary Green's function into the real frequency domain being a particularly important example. However, the analytic continuation problem is…

计算物理 · 物理学 2020-02-07 Romain Fournier , Lei Wang , Oleg V. Yazyev , QuanSheng Wu

We address the classical issue of appropriate choice of the regularization and discretization level for the Tikhonov regularization of an inverse problem with imperfectly measured data. We focus on the fact that the proper choice of the…

数值分析 · 数学 2014-10-24 Vinicius Albani , Adriano De Cezaro , Jorge P. Zubelli

In this manuscript we would like to address the classical optimization problem of minimizing a proper, convex and lower semicontinuous function via the second order in time dynamics, combining viscous and Hessian-driven damping with a…

最优化与控制 · 数学 2023-03-20 Mikhail Karapetyants

A new approach of solving the ill-conditioned inverse problem for analytical continuation is proposed. The root of the problem lies in the fact that even tiny noise of imaginary-time input data has a serious impact on the inferred…

强关联电子 · 物理学 2017-06-28 Junya Otsuki , Masayuki Ohzeki , Hiroshi Shinaoka , Kazuyoshi Yoshimi

Solving equilibrium problems under constraints is an important problem in optimization and optimal control. In this context an important practical challenge is the efficient incorporation of constraints. We develop a continuous-time method…

最优化与控制 · 数学 2024-03-21 Siqi Qu , Mathias Staudigl

Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…

概率论 · 数学 2023-06-06 Pierre Monmarché