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We propose a data-driven learning framework for the analytic continuation problem in numerical quantum many-body physics. Designing an accurate and efficient framework for the analytic continuation of imaginary time using computational data is a grand challenge that has hindered meaningful links with experimental data. The standard Maximum Entropy (MaxEnt)-based method is limited by the quality of the computational data and the availability of prior information. Also, the MaxEnt is not able to solve the inversion problem under high level of noise in the data. Here we introduce a novel learning model for the analytic continuation problem using a Adams-Bashforth residual neural network (AB-ResNet). The advantage of this deep learning network is that it is model independent and, therefore, does not require prior information concerning the quantity of interest given by the spectral function. More importantly, the ResNet-based model achieves higher accuracy than MaxEnt for data with higher level of noise. Finally, numerical examples show that the developed AB-ResNet is able to recover the spectral function with accuracy comparable to MaxEnt where the noise level is relatively small.

 

In this paper, we develop a drift homotopy implicit particle filter method. The methodology of our approach is to adopt the concept of drift homotopy in the resampling procedure of the particle filter method for solving the nonlinear filtering problem, and we introduce an implicit particle filter method to improve the efficiency of the drift homotopy resampling procedure. Numerical experiments are carried out to demonstrate the effectiveness and efficiency of our drift homotopy implicit particle filter.

 

Abstract The goal of patient-specific treatment of diseases requires a connection between clinical observations with models that are able to accurately predict the disease progression. Even when realistic models are available, it is very difficult to parameterize them and often parameter estimates that are made using early time course data prove to be highly inaccurate. Inaccuracies can cause different predictions, especially when the progression depends sensitively on the parameters. In this study, we apply a Bayesian data assimilation method, where the data are incorporated sequentially, to a model of the autoimmune disease alopecia areata that is characterized by distinct spatial patterns of hair loss. Using synthetic data as simulated clinical observations, we show that our method is relatively robust with respect to variations in parameter estimates. Moreover, we compare convergence rates for parameters with different sensitivities, varying observational times and varying levels of noise. We find that this method works better for sparse observations, sensitive parameters and noisy observations. Taken together, we find that our data assimilation, in conjunction with our biologically inspired model, provides directions for individualized diagnosis and treatments. 

Forward-backward stochastic differential equation (FBSDE) systems were introduced as a probabilistic description for parabolic type partial differential equations. Although the probabilistic behavior of the FBSDE system makes it a natural mathematical model in many applications, the stochastic integrals contained in the system generate uncertainties in the solutions which makes the solution estimation a challenging task. In this paper, we assume that we could receive partial noisy observations on the solutions and introduce an optimal filtering method to make a data informed solution estimation for FBSDEs.