Statistical Fourier Analysis: Clarifications and Interpretations

This paper expounds some of the results of Fourier theory that are essential to the statistical analysis of time series. It employs the algebra of circulant matrices to expose the structure of the discrete Fourier transform and to elucidate the filtering operations that may be applied to finite data sequences. An ideal filter with a gain of unity throughout the pass band and a gain of zero throughout the stop band is commonly regarded as incapable of being realised in finite samples. It is shown here that, to the contrary, such a filter can be realised both in the time domain and in the frequency domain. The algebra of circulant matrices is also helpful in revealing the nature of statistical processes that are band limited in the frequency domain. In order to apply the conventional techniques of autoregressive moving-average modelling, the data generated by such processes must be subjected to antialiasing filtering and sub sampling. These techniques are also described. It is argued that band-limited processes are more prevalent in statistical and econometric time series than is commonly recognised.

Computation of the asymptotic states of modulated open quantum systems with a numerically exact realization of the quantum trajectory method

Quantum systems out of equilibrium are presently a subject of active research, both in theoretical and experimental domains. In this work we consider time-periodically modulated quantum systems which are in contact with a stationary environment. Within the framework of a quantum master equation, the asymptotic states of such systems are described by time-periodic density operators. Resolution of these operators constitutes a non-trivial computational task. To go beyond the current size limits, we use the quantum trajectory method which unravels master equation for the density operator into a set of stochastic processes for wave functions. The asymptotic density matrix is calculated by performing a statistical sampling over the ensemble of quantum trajectories, preceded by a long transient propagation. We follow the ideology of event-driven programming and construct a new algorithmic realization of the method. The algorithm is computationally efficient, allowing for long 'leaps' forward in time, and is numerically exact in the sense that, being given the list of uniformly distributed (on the unit interval) random numbers, $\{\eta_1, \eta_2,...,\eta_n\}$, one could propagate a quantum trajectory (with $\eta_i$'s as norm thresholds) in a numerically exact way. %Since the quantum trajectory method falls into the class of standard sampling problems, performance of the algorithm %can be substantially improved by implementing it on a computer cluster. By using a scalable $N$-particle quantum model, we demonstrate that the algorithm allows us to resolve the asymptotic density operator of the model system with $N = 2000$ states on a regular-size computer cluster, thus reaching the scale on which numerical studies of modulated Hamiltonian systems are currently performed

A survey of exemplar-based texture synthesis

Exemplar-based texture synthesis is the process of generating, from an input sample, new texture images of arbitrary size and which are perceptually equivalent to the sample. The two main approaches are statistics-based methods and patch re-arrangement methods. In the first class, a texture is characterized by a statistical signature; then, a random sampling conditioned to this signature produces genuinely different texture images. The second class boils down to a clever "copy-paste" procedure, which stitches together large regions of the sample. Hybrid methods try to combine ideas from both approaches to avoid their hurdles. The recent approaches using convolutional neural networks fit to this classification, some being statistical and others performing patch re-arrangement in the feature space. They produce impressive synthesis on various kinds of textures. Nevertheless, we found that most real textures are organized at multiple scales, with global structures revealed at coarse scales and highly varying details at finer ones. Thus, when confronted with large natural images of textures the results of state-of-the-art methods degrade rapidly, and the problem of modeling them remains wide open.Comment: v2: Added comments and typos fixes. New section added to describe FRAME. New method presented: CNNMR

Geometrical families of mechanically stable granular packings

We enumerate and classify nearly all of the possible mechanically stable (MS) packings of bidipserse mixtures of frictionless disks in small sheared systems. We find that MS packings form continuous geometrical families, where each family is defined by its particular network of particle contacts. We also monitor the dynamics of MS packings along geometrical families by applying quasistatic simple shear strain at zero pressure. For small numbers of particles (N < 16), we find that the dynamics is deterministic and highly contracting. That is, if the system is initialized in a MS packing at a given shear strain, it will quickly lock into a periodic orbit at subsequent shear strain, and therefore sample only a very small fraction of the possible MS packings in steady state. In studies with N>16, we observe an increase in the period and random splittings of the trajectories caused by bifurcations in configuration space. We argue that the ratio of the splitting and contraction rates in large systems will determine the distribution of MS-packing geometrical families visited in steady-state. This work is part of our long-term research program to develop a master-equation formalism to describe macroscopic slowly driven granular systems in terms of collections of small subsystems.Comment: 18 pages, 23 figures, 5 table

Quantum field tomography

We introduce the concept of quantum field tomography, the efficient and reliable reconstruction of unknown quantum fields based on data of correlation functions. At the basis of the analysis is the concept of continuous matrix product states, a complete set of variational states grasping states in quantum field theory. We innovate a practical method, making use of and developing tools in estimation theory used in the context of compressed sensing such as Prony methods and matrix pencils, allowing us to faithfully reconstruct quantum field states based on low-order correlation functions. In the absence of a phase reference, we highlight how specific higher order correlation functions can still be predicted. We exemplify the functioning of the approach by reconstructing randomised continuous matrix product states from their correlation data and study the robustness of the reconstruction for different noise models. We also apply the method to data generated by simulations based on continuous matrix product states and using the time-dependent variational principle. The presented approach is expected to open up a new window into experimentally studying continuous quantum systems, such as encountered in experiments with ultra-cold atoms on top of atom chips. By virtue of the analogy with the input-output formalism in quantum optics, it also allows for studying open quantum systems.Comment: 31 pages, 5 figures, minor change