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L Giada

Publications and source records attributed to L Giada.

2 recordsLinked to original sources

Data clustering and noise undressing of correlation matrices.

We discuss an approach to data clustering. We find that maximum likelihood leads naturally to an Hamiltonian of Potts variables that depends on the correlation matrix and whose low temperature behavior describes the correlation structure of the data. For random, uncorrelated data sets no correlation structure emerges. On the other hand, for data sets with a built-in cluster structure, the method is able to detect and recover efficiently that structure. Finally we apply the method to financial time series, where the low-temperature behavior reveals a nontrivial clustering.

Journal Article↗

First-order phase transition in a nonequilibrium growth process

We introduce a simple continuous model for nonequilibrium surface growth. The dynamics of the system is defined by the Kardar-Parisi-Zhang equation with a Morse-like potential representing a short range interaction between the surface and the substrate. The mean field solution displays a nontrivial phase diagram with a first-order transition between a growing and a bound surface, associated with a region of coexisting phases, and a tricritical point where the transition becomes second order. Numerical simulations in three dimensions show quantitative agreement with mean field results, and the features of the phase space are preserved even in two dimensions.

Journal Article↗