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Nicolas Paris

Publications and source records attributed to Nicolas Paris.

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Monte-Carlo solution of the Kondo model

The Kondo model is a paradigmatic quantum impurity problem realized in a wide variety of experimental platforms and central to the study of strongly correlated electrons. We introduce a discrete model that exactly reproduces the multichannel Kondo model and demonstrate that it can be simulated efficiently. Using cluster Monte Carlo algorithms, we completely eliminate critical slowing down, providing direct access to universal crossover functions and transport properties across a broad range of parameters. Remarkably, the same model captures both the weak- and strong-coupling regimes, unifying descriptions traditionally derived in complementary limits and revealing their common origin. Our method naturally accommodates large channel numbers, anisotropy, interacting one-dimensional leads, and channel asymmetry, yielding predictions for transport properties in charge-Kondo devices.

cond-mat.mes-hall

Functional renormalization group study of a dissipative Bose--Hubbard model

We investigate the phase diagram of a one-dimensional dissipative Bose-Hubbard model using the nonperturbative functional renormalization group (FRG). Each lattice site is coupled to an independent bath, generating long-range temporal interactions that encode non-Markovian dissipation. For a broad class of bath spectra - ohmic, sub-ohmic, and super-ohmic - we identify two competing low-energy regimes: a Luttinger-liquid line of fixed points and a dissipative fixed point characterized by finite compressibility, vanishing superfluid stiffness, and universal scaling exponents, separated by a Berezinskii-Kosterlitz-Thouless transition. The FRG framework is essential here, as it provides access to the complete renormalization group flow and all fixed points from a single microscopic action, beyond the reach of perturbative or variational methods. This work establishes a unified and systematically improvable framework for describing dissipative quantum phases in one dimension.

cond-mat.quant-gas

Universal Crossover in the Three-Channel Charge Kondo Model at High Transparency

Quantum impurity models provide a central framework for correlated electron physics, with quantum dots enabling controlled experimental realizations. While their weak-coupling behavior is well understood through mappings to Kondo Hamiltonians, the opposite regime of highly transparent contacts has lacked a controlled theoretical description. Using the functional renormalization group (FRG), we resolve this regime for the three-channel charge Kondo device of Ref.~\cite{iftikhar2018}, benchmarking against conformal field theory by reproducing the universal zero-frequency conductance and, crucially, going beyond it to obtain the full frequency crossover of the conductance and the full temperature crossover of the impurity entropy, together with a continuous line of fixed points for interacting leads. These results establish FRG as a powerful nonperturbative tool for quantum impurity problems in regimes inaccessible to conventional approaches, with direct implications for mesoscopic experiments.

cond-mat.mes-hall

Resilience of the quantum critical line in the Schmid transition

Schmid predicted that a single Josephson junction coupled to a resistive environment undergoes a quantum phase transition to an insulating phase when the shunt resistance $R$ exceeds the resistance quantum $h/(4 e^ 2)$. Recent measurements and theoretical studies have sparked a debate on whether the location of this transition depends on the ratio between the Josephson and the charging energies. We employ a combination of multiple innovative analytical and numerical techniques, never before explicitly applied to this problem, to decisively demonstrate that the transition line between superconducting and insulating behavior is indeed independent of this energy ratio. First, we apply field-theory renormalization group methods and find that the $\beta$ function vanishes along the critical line up to the third order in the Josephson energy. We then identify a simple fermionic model that precisely captures the low-energy physics on the critical line, regardless of the energy ratio. This conformally invariant fermionic model is verified by comparing the expected spectrum with exact diagonalization calculations of the resistively shunted Josephson junction, showing excellent agreement even for moderate system sizes. Importantly, this identification provides a rigorous non-perturbative proof that the transition line is maintained at $R=h/(4 e^ 2)$ for all ratios of Josephson to charging energies. The line is further resilient to other ultraviolet cutoffs such as the plasma frequency of the resistive environment. Finally, we implement an adiabatic approach to validate the duality at large Josephson energy.

cond-mat.str-el

Hybrid Approaches for our Participation to the n2c2 Challenge on Cohort Selection for Clinical Trials

Objective: Natural language processing can help minimize human intervention in identifying patients meeting eligibility criteria for clinical trials, but there is still a long way to go to obtain a general and systematic approach that is useful for researchers. We describe two methods taking a step in this direction and present their results obtained during the n2c2 challenge on cohort selection for clinical trials. Materials and Methods: The first method is a weakly supervised method using an unlabeled corpus (MIMIC) to build a silver standard, by producing semi-automatically a small and very precise set of rules to detect some samples of positive and negative patients. This silver standard is then used to train a traditional supervised model. The second method is a terminology-based approach where a medical expert selects the appropriate concepts, and a procedure is defined to search the terms and check the structural or temporal constraints. Results: On the n2c2 dataset containing annotated data about 13 selection criteria on 288 patients, we obtained an overall F1-measure of 0.8969, which is the third best result out of 45 participant teams, with no statistically significant difference with the best-ranked team. Discussion: Both approaches obtained very encouraging results and apply to different types of criteria. The weakly supervised method requires explicit descriptions of positive and negative examples in some reports. The terminology-based method is very efficient when medical concepts carry most of the relevant information. Conclusion: It is unlikely that much more annotated data will be soon available for the task of identifying a wide range of patient phenotypes. One must focus on weakly or non-supervised learning methods using both structured and unstructured data and relying on a comprehensive representation of the patients.

cs.CL

Three remarkable properties of the Normal distribution

In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable follows a normal distribution (which is referred to as the Levy Cramer theorem), second a variation of the Levy Cramer theorem that states that if two independent symmetric random variables with finite variance have their sum and their difference independent, then each random variable follows a standard normal distribution, and third that the normal distribution is characterized by the fact that it is the only distribution for which the sample mean and variance are independent (which is a central property for deriving the Student distribution and referred as the Geary theorem). The novelty of this paper is to provide new, quicker or self contained proofs of theses theorems.

math.PR

Testing Sharpe ratio: luck or skill?

Sharpe ratio (sometimes also referred to as information ratio) is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the (excess) net return over the strategy standard deviation. However, the elements to compute the Sharpe ratio, namely, the expected returns and the volatilities are unknown numbers and need to be estimated statistically. This means that the Sharpe ratio used by funds is likely to be error prone because of statistical estimation errors. In this paper, we provide various tests to measure the quality of the Sharpe ratios. By quality, we are aiming at measuring whether a manager was indeed lucky of skillful. The test assesses this through the statistical significance of the Sharpe ratio. We not only look at the traditional Sharpe ratio but also compute a modified Sharpe insensitive to used Capital. We provide various statistical tests that can be used to precisely quantify the fact that the Sharpe is statistically significant. We illustrate in particular the number of trades for a given Sharpe level that provides statistical significance as well as the impact of auto-correlation by providing reference tables that provides the minimum required Sharpe ratio for a given time period and correlation. We also provide for a Sharpe ratio of 0.5, 1.0, 1.5 and 2.0 the skill percentage given the auto-correlation level.

q-fin.RM

Terminologies augmented recurrent neural network model for clinical named entity recognition

We aimed to enhance the performance of a supervised model for clinical named-entity recognition (NER) using medical terminologies. In order to evaluate our system in French, we built a corpus for 5 types of clinical entities. We used a terminology-based system as baseline, built upon UMLS and SNOMED. Then, we evaluated a biGRU-CRF, and an hybrid system using the prediction of the terminology-based system as feature for the biGRU-CRF. In English, we evaluated the NER systems on the i2b2-2009 Medication Challenge for Drug name recognition, which contained 8,573 entities for 268 documents. In French, we built APcNER, a corpus of 147 documents annotated for 5 entities (drug name, sign or symptom, disease or disorder, diagnostic procedure or lab test and therapeutic procedure). We evaluated each NER systems using exact and partial match definition of F-measure for NER. The APcNER contains 4,837 entities which took 28 hours to annotate, the inter-annotator agreement was acceptable for Drug name in exact match (85%) and acceptable for other entity types in non-exact match (>70%). For drug name recognition on both i2b2-2009 and APcNER, the biGRU-CRF performed better that the terminology-based system, with an exact-match F-measure of 91.1% versus 73% and 81.9% versus 75% respectively. Moreover, the hybrid system outperformed the biGRU-CRF, with an exact-match F-measure of 92.2% versus 91.1% (i2b2-2009) and 88.4% versus 81.9% (APcNER). On APcNER corpus, the micro-average F-measure of the hybrid system on the 5 entities was 69.5% in exact match, and 84.1% in non-exact match. APcNER is a French corpus for clinical-NER of five type of entities which covers a large variety of document types. Extending supervised model with terminology allowed for an easy performance gain, especially in low regimes of entities, and established near state of the art results on the i2b2-2009 corpus.

cs.CL

BCMA-ES II: revisiting Bayesian CMA-ES

This paper revisits the Bayesian CMA-ES and provides updates for normal Wishart. It emphasizes the difference between a normal and normal inverse Wishart prior. After some computation, we prove that the only difference relies surprisingly in the expected covariance. We prove that the expected covariance should be lower in the normal Wishart prior model because of the convexity of the inverse. We present a mixture model that generalizes both normal Wishart and normal inverse Wishart model. We finally present various numerical experiments to compare both methods as well as the generalized method.

cs.LG

Solving WCSP by Extraction of Minimal Unsatisfiable Cores

Usual techniques to solve WCSP are based on cost transfer operations coupled with a branch and bound algorithm. In this paper, we focus on an approach integrating extraction and relaxation of Minimal Unsatisfiable Cores in order to solve this problem. We decline our approach in two ways: an incomplete, greedy, algorithm and a complete one.

cs.AI