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  • Search: subject:"Replica method"
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Replica method 11 Ising model 2 Ultrametric analysis 2 Ultrametricity 2 Bayesian inference 1 Belief propagation 1 Bethe lattice 1 CDMA demodulator 1 Cactus lattice 1 Cavity method 1 Error exponent 1 Estimation error 1 Estimation theory 1 Expected shortfall 1 Finite size effects 1 Fourier transform 1 Frustration 1 Gaussian probability density 1 Glassy dynamics 1 Hebb rule 1 Ising spin glass 1 Long-range Hamiltonian systems 1 Lossy data compression 1 Multi-valued information symbol 1 Multi-valued spreading code sequence 1 Neural network 1 Oscillatory neuron 1 Portfolio selection 1 Portfolio-Management 1 Q-states clock neuron 1 Random field 1 Random graphs 1 Rate-distortion function 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Spin glass 1 Statistical error 1 Statistischer Fehler 1 Storage capacity 1
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Article 11
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 10 English 1
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Katayama, Katsuki 2 Khrennikov, A. Yu. 2 Kozyrev, S.V. 2 Bagnoli, Franco 1 Barré, Julien 1 Caccioli, Fabio 1 Carlucci, Domenico M 1 Ciani, Antonia 1 Fanelli, Duccio 1 Hadjiagapiou, Ioannis A. 1 Horiguchi, Tsuyoshi 1 Hosaka, Tadaaki 1 Kabashima, Yoshiyuki 1 Kondor, Imre 1 Latora, Vito 1 Papp, Gábor 1 Pluchino, Alessandro 1 Rapisarda, Andrea 1 Ruffo, Stefano 1 Yokota, Terufumi 1
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Physica A: Statistical Mechanics and its Applications 10 Quantitative finance 1
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RePEc 10 ECONIS (ZBW) 1
Showing 1 - 10 of 11
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Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio; Kondor, Imre; Papp, Gábor - In: Quantitative finance 18 (2018) 8, pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
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The Sherrington–Kirkpatrick spin glass model in the presence of a random field with a joint Gaussian probability density function for the exchange interactions and random fields
Hadjiagapiou, Ioannis A. - In: Physica A: Statistical Mechanics and its Applications 397 (2014) C, pp. 1-16
detail within the framework of the replica method. The two random variables (exchange integral interaction and random …
Persistent link: https://www.econbiz.de/10011057759
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Finite size effects for the Ising model on random graphs with varying dilution
Barré, Julien; Ciani, Antonia; Fanelli, Duccio; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 17, pp. 3413-3425
We investigate the finite size corrections to the equilibrium magnetization of an Ising model on a random graph with N nodes and Nγ edges, with 1γ≤2. By conveniently rescaling the coupling constant, the free energy is made extensive. As expected, the system displays a phase transition of the...
Persistent link: https://www.econbiz.de/10011063939
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Loop effects in the Ising spin glass on the Bethe-like lattices
Yokota, Terufumi - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 14, pp. 3495-3502
loops are studied. For each lattice, equations are obtained by using and not using the replica method. Within the replica …
Persistent link: https://www.econbiz.de/10010590620
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Effective spin-glass Hamiltonian for the anomalous dynamics of the HMF model
Pluchino, Alessandro; Latora, Vito; Rapisarda, Andrea - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 2, pp. 573-584
We discuss an effective spin-glass Hamiltonian which can be used to study the glassy-like dynamics observed in the metastable states of the Hamiltonian mean field (HMF) model. By means of the Replica formalism, we were able to find a self-consistent equation for the glassy order parameter which...
Persistent link: https://www.econbiz.de/10010874945
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Replica symmetry breaking related to a general ultrametric space—II: RSB solutions and the n→0 limit
Khrennikov, A. Yu.; Kozyrev, S.V. - In: Physica A: Statistical Mechanics and its Applications 359 (2006) C, pp. 241-266
Replica symmetry breaking solutions for the new replica anzats, related to general ultrametric spaces, are investigated. A variant of analysis on trees is developed and applied to the computation of the n→0 limit in the new replica anzats.
Persistent link: https://www.econbiz.de/10011061586
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Replica symmetry breaking related to a general ultrametric space I: Replica matrices and functionals
Khrennikov, A. Yu.; Kozyrev, S.V. - In: Physica A: Statistical Mechanics and its Applications 359 (2006) C, pp. 222-240
A family of replica matrices, related to general ultrametric spaces, is introduced. These matrices generalize the known Parisi matrices. Some functionals of the replica approach are computed.
Persistent link: https://www.econbiz.de/10010589125
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Bayesian inference of multi-valued information symbol by a CDMA demodulator using multi-valued spreading code sequence
Katayama, Katsuki - In: Physica A: Statistical Mechanics and its Applications 361 (2006) 2, pp. 543-568
calculate an estimation error of the CDMA demodulator and the information capacity of the CDMA channel by using a replica method …
Persistent link: https://www.econbiz.de/10010589798
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Statistical mechanical approach to lossy data compression: Theory and practice
Hosaka, Tadaaki; Kabashima, Yoshiyuki - In: Physica A: Statistical Mechanics and its Applications 365 (2006) 1, pp. 113-119
The encoder and decoder for lossy data compression of binary memoryless sources are developed on the basis of a specific-type nonmonotonic perceptron. Statistical mechanical analysis indicates that the potential ability of the perceptron-based code saturates the theoretically achievable limit in...
Persistent link: https://www.econbiz.de/10010590299
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Layered neural network with intra-layer connections using Q-states clock neurons
Katayama, Katsuki; Horiguchi, Tsuyoshi - In: Physica A: Statistical Mechanics and its Applications 297 (2001) 3, pp. 532-548
-layer connections within the same framework by adjusting a parameter. We analyze an energy function of the network by using the replica … method. We clarify that the storage capacity of the layered network with the intra-layer connections is enhanced in …
Persistent link: https://www.econbiz.de/10011060650
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