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Article
Restoring a Smooth Function from Its Noisy Integrals
Physical Review E
(2018)
Abstract
Numerical (and experimental) data analysis often requires the restoration of a smooth function from a set of sampled integrals over finite bins. We present the bin hierarchy method that efficiently computes the maximally smooth function from the sampled integrals using essentially all the information contained in the data. We perform extensive tests with different classes of functions and levels of data quality, including Monte Carlo data suffering from a severe sign problem and physical data for the Green’s function of the Fröhlich polaron.
Keywords
- condensed matter & materials physics,
- statistical physics,
- numerical analysis,
- computational techniques,
- data analysis,
- data fitting
Disciplines
Publication Date
May, 2018
DOI
10.1103/PhysRevE.97.053305
Citation Information
Olga Goulko, Nikolay Prokof'ev and Boris Svistunov. "Restoring a Smooth Function from Its Noisy Integrals" Physical Review E Vol. 97 Iss. 5 (2018) p. 053305 Available at: http://works.bepress.com/olga-goulko/2/