Papers › Restoring a smooth function from its noisy integrals
Restoring a smooth function from its noisy integrals
Olga Goulko, Nikolay Prokof'ev, Boris Svistunov
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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 Fr\"ohlich polaron.
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