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Improved Maximum Entropy Method with an Extended Search Space

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arxiv 1208.5162 v1 pith:Z722UUFH submitted 2012-08-25 physics.comp-ph hep-latnucl-thphysics.data-an

Improved Maximum Entropy Method with an Extended Search Space

classification physics.comp-ph hep-latnucl-thphysics.data-an
keywords basissearchfunctionsspacebecomesentropyimprovementmaximum
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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We report on an improvement to the implementation of the Maximum Entropy Method (MEM). It amounts to departing from the search space obtained through a singular value decomposition (SVD) of the Kernel. Based on the shape of the SVD basis functions we argue that the MEM spectrum for given $N_\tau$ data-points $D(\tau)$ and prior information $m(\omega)$ does not in general lie in this $N_\tau$ dimensional singular subspace. Systematically extending the search basis will eventually recover the full search space and the correct extremum. We illustrate this idea through a mock data analysis inspired by actual lattice spectra, to show where our improvement becomes essential for the success of the MEM. To remedy the shortcomings of Bryan's SVD prescription we propose to use the real Fourier basis, which consists of trigonometric functions. Not only does our approach lead to more stable numerical behavior, as the SVD is not required for the determination of the basis functions, but also the resolution of the MEM becomes independent from the position of the reconstructed peaks.

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  1. The noiseless limit and improved-prior limit of the maximum entropy method and their implications for the analytic continuation problem

    physics.comp-ph 2025-11 conditional novelty 6.0

    Maximum-entropy analytic continuation becomes linear, Bryan's algorithm becomes valid, and MSE scaling improves in the limit where the estimator sits close to the Bayesian prior.