Homepage Joerg Lemm (Jörg Lemm) (No Frames)

Jörg C. Lemm

	Privatdozent Universität Münster Institut für Theoretische Physik Wilhelm-Klemm Str. 9 D-48149 Münster, Germany (ab 2001: WGZ-Bank, Düsseldorf)

Seminar SS11, Finanzmathematik und Risikomanagement
Beginn Do, den 07.04.2011, 17:30-19:00 in Raum 304, Institut für Theoretische Physik

Research Interests:
Theoretical Nuclear Physics, Empirical Learning,
Bayesian Field Theory, Bayesian Inverse Quantum Theory,
Risk Management and Finance.

[ Publications online ] [ Talks ] [ Teaching ] [ Top of homepage ]

Publications available online:

Papers are available as postscript files, some also in html. Note that the local versions can contain some minor modifications which are not included in the Los Alamos arXiv versions. Preprint versions are available for published papers. For an introduction and overview see for example the articles Bayesian Inverse Quantum Theory and Bayesian Field Theory. Illustrations can be found in the talk Learning à la Bayes.

[BFT title]

Bayesian Field Theory
(Book, 432 pages)
preprint version of the first part

Jörg C. Lemm
Johns Hopkins University Press, 2003
ISBN: 0801872200

Bayesian Approach to Inverse Quantum Statistics: Reconstruction of Potentials in the Feynman Path Integral Representation of Quantum Theory (Paper, 31 pages)
J. C. Lemm, J. Uhlig, A. Weiguny
The European Physical Journal. B, 46 (1) 41-54, 2005
arXiv:quant-ph/0312191v1

Bayesian Field Theory: from Likelihood Fields to Hyperfields (Chapter in Book, 24 pages, pdf)
J. C. Lemm 2002
appeared in J.A.K. Suykens, G. Horvath, S. Basu, C. Micchelli, J. Vandewalle (Eds.) Advances in Learning Theory: Methods, Models and Applications, NATO Science Series III: Computer & Systems Sciences, Volume 190, IOS Press Amsterdam, 2003, 436pp. (ISBN: 1 58603 341 7), pages 289-318.

Bayesian Field Theory and Approximate Symmetries (Paper, 12 pages)
J.C. Lemm 2000
Contribution to the Twentieth International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2000), CNRS, Gif sur Yvette, France, July 8-13, 2000
appeared in BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: 20th International Workshop, Ali Mohammad-Djafari (ed.)
AIP Conference Proceedings 568, June 2001; 0-7354-0004-0
MS-TP1-00-10

Bayesian Field Theory: Nonparametric Approaches to Density Estimation. (Paper, 5 pages, html)
J.C. Lemm, 2000
Contribution to the IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN2000), Como, Italy, 24-27 July 2000
MS-TP1-00-9

Bayesian Reconstruction of Approximately Periodic Potentials for Quantum Systems at Finite Temperatures. (Paper, 18 pages)
J.C. Lemm, J. Uhlig, A. Weiguny 2000
The European Physical Journal B 20 (3) 349-366, 2001
MS-TP1-00-4, quant-ph/0005122

Lecture Notes Econophysics (67 pages, partly in German)
J.C. Lemm 2000

Inverse Time-Dependent Quantum Mechanics. (Paper, 4 pages, html)
J.C. Lemm 2000
Physics Letters A 276/1-4, (2000), 19-24
MS-TP1-00-1, quant-ph/0002010

Bayesian Inverse Quantum Theory. (Paper, 32 pages, html )
J.C. Lemm, J. Uhlig 1999
Few-Body Systems 29, 25-52 (2000)
MS-TP1-99-15, quant-ph/0006027

Hartree-Fock Approximation for Inverse Many-Body Problems. (Paper, 4 pages, html )
J.C. Lemm, J. Uhlig 1999
Phys.Rev.Lett. 84 (2000), 4517
MS-TP1-99-10, nucl-th/9908056

A Bayesian Approach to Inverse Quantum Statistics. (Paper, 4 pages, html )
J.C. Lemm, J. Uhlig, A. Weiguny 1999
Phys.Rev.Lett. 84 (2000), 2068
MS-TP1-99-6, cond-mat/9907013

Mixtures of Gaussian process priors. (Paper, 10 pages, html )
J.C. Lemm, 1999
Extended version of a contribution to the Ninth International Conference on Artificial Neural Networks (ICANN 99), 7-10 September 1999, Edinburgh, UK.
MS-TP1-99-5, physics/9911077

Bayesian Field Theory. (Paper, 200 pages, 99 figures, html )
J.C. Lemm, 1999
MS-TP1-99-1, physics/9912005

How to Implement A Priori Information: A Statistical Mechanics Approach. (Paper, 91 pages)
J.C. Lemm, 1998
MS-TP1-98-12, cond-mat/9808039

Mean Field Methods for Atomic and Nuclear Reactions: The Link between Time-Dependent and Time-Independent Approaches. (Paper, 12 pages)
J. Uhlig, J.C. Lemm, A. Weiguny, 1998
The European Physical Journal A 2, 343-354, 1998
MS-TP1-98-11, nucl-th/9806083

Fuzzy Rules and Regularization Theory. (Paper, 5 pages, html )
J.C. Lemm, 1998.
In ELITE European Laboratory for Intelligent Techniques Engineering (ed.): Proceedings of the 6th EUROPEAN CONGRESS ON INTELLIGENT TECHNIQUES AND SOFT COMPUTING (EUFIT '98), Aachen, Germany, September 7-10, 1998, Verlag: Mainz, Aachen 1998
MS-TP1-98-28

Quadratic Concepts. (Paper, 6 pages, html )
J.C. Lemm, 1998.
Niklasson, L, Boden, M, Ziemke, T.(eds.): Proceedings of the 8th INTERNATIONAL CONFERENCE ON ARTIFICIAL NEURAL NETWORKS (ICANN 98), Skövde, Sweden, September 2-4, 1998, Springer Verlag
MS-TP1-98-29

Fuzzy Interface with Prior Concepts and Non-Convex Regularization. (Paper, 6 pages, html )
J.C. Lemm, 1998.
In Wilfried Brauer (Ed.), FUZZY-NEURO SYSTEMS '98, Proceedings of the 5. International Workshop "Fuzzy-Neuro Systems '98" (FNS '98), March 19-20, 1998, Munich, Germany, Sankt Augustin: Infix, 1998
MS-TP1-98-30

Nonlinear Regularization with Prior Templates (Extended abstract, 7 pages)
J.C. Lemm, 1997
FIFTH INTERNATIONAL SYMPOSIUM ON ARTIFICIAL INTELLIGENCE AND MATHEMATICS 1998, January 4--6, 1998, Fort Lauderdale, Florida.

Prior Information and Generalized Questions (Paper, 205 pages)
J.C. Lemm, 1996
MIT AI Memo 1598, MS-TPI-97-7

Density Estimation as a Preprocessing Step for Constructive Algorithms. (Paper, 4 pages)
J.C. Lemm, V. Beiu, J.G. Taylor, 1995
In Kappen B., Gielen, S.,(eds.): Proceedings of the 3rd SNN Neural Network Symposium, The Netherlands, Nijmegen, 14--15 September 1995, Springer Verlag 1995
MS-TPI-95-10

Inhomogeneous random phase approximation for nuclear and atomic reactions. (Paper, 80 pages)
J.C. Lemm, 1995
Annals of Physics 244 (1), 136-200, 1995
MS-TPI-95-7

Inhomogeneous random phase approximation: A solvable model. (Paper, 48 pages)
J.C. Lemm, 1995
Annals of Physics 244 (1), 201-238, 1995
MS-TPI-95-8

Antisymmetrization of a Mean Field Calculation of the T-Matrix (Paper, 30 pages)
A. Wierling, B.G. Giraud, F.Mekideche, H.Horiuchi, T.Maruyama, A.Ohnishi, J.C.Lemm, A.Weiguny, 1994
Z. Phys. A348 (1994), 153
SPHT/93/144, MS-TPI-94-24, nucl-th/9402002

Beyond the time independent mean field theory for nuclear and atomic reactions: Inclusion of particle-hole correlations in a generalized random phase approximation. (Paper, 4 pages)
J.C. Lemm, B.G.Giraud, A. Weiguny, 1994
Phys.Rev.Lett. 73 (1994), 420-423
MS-TPI-94-23, nucl-th/9911056

Berücksichtigung von Teilchen-Loch-Korrelationen zur Verbesserung der zeitunabhängigen Mean-Field-Theorie für eine mikroskopische Beschreibung von quantenmechanischen Streuprozessen. (Doctoral dissertation, 127 pages, in German)
J.C. Lemm, 1993

Some older publications:

Giraud, B.G.; Lapedes, A.; Liu, L.C.; Lemm, J.C.: Lorentzian Neural Nets. Neural Networks 8 (5), 757-767, 1995 MS-TPI-95-9

Lemm, J.C.; Giraud, B.G.; Weiguny, A.: Beyond the time--independent mean field theory for nuclear and atomic reactions: Inclusion of particle--hole correlations in a generalized random phase approximation. Phys.Rev.Lett. 73 , 420, 1994 MS-TPI-94-23

Lemm, J.C.: Ein Vergleich des Mean-Field-Ansatzes mit einer exakten Rechnung beim Vierkörperproblem. Diploma thesis in physics, Münster University, 1989

Lemm, J.C.: Entscheidungsstrategien bei Informationskosten. Diploma thesis in psychology, Münster University, 1984

[ Publications online ] [ Talks ] [ Teaching ] [ Top of homepage ]

Talks:

Antrittsvorlesung: Vom Marktrisiko zum Kreditrisiko (in German)
J.C. Lemm, Fachbereich Physik, 9.12.2002
Powerpoint-Folien
Excel-Spreadsheet

Bayesian methods
J.C. Lemm, Fantom study week
Part 1: Introduction (20 transparencies)
Part 2: A simple example: The coin (18 transparencies)
Part 3: Regression and symmetries (22 transparencies)
Part 4: Mixture models and image completion (10 transparencies)
Part 5: Density estimation and inverse quantum theory (32 transparencies)
Some references (2 pages)

Learning à la Bayes (Talk)
J.C. Lemm, Fachbereich Physik, Uni Münster, Allgemeines Physikalisches Kolloquium, 21. Juni 2000
In English:
Part 1: Introduction (14 transparencies)
Part 1a: A simple example: The coin (28 transparencies)
Part 2: Regression models (generalized free fields) (21 transparencies)
Part 3: Image reconstruction, prior mixtures, and hyperparameters (8 transparencies)
Part 4: Inverse quantum theory (25 transparencies)
In German:
Lernen à la Bayes
Teil 1: Einleitung (16 transparencies)
Teil 2: Regressionsmodelle (Verallgemeinerte freie Felder) (21 transparencies)
Teil 3: Bildrekonstruktion, Mischungsmodelle und Hyperparameter (8 transparencies)
Teil 4: Inverse Quantentheorie (25 transparencies)

Inverse Quantum Statistics. (Talk, 20 transparencies)
J.C. Lemm, Forschungsseminar, 9. November 1999

Explizite Implementierung von A Priori Information. (Talk, 29 transparencies, in German)
J.C. Lemm, 1999
Vortrag Graduiertenkolleg Scientific Computing, Köln, 7.4.99

Bayesian Field Theory. (Talk, 45 transparencies)
J.C. Lemm, 1998
Talk Forschungsseminar December 1998

Nonlinear Regularization with Prior Templates (Talk, 22 transparencies)
J.C. Lemm, 1998
Talk at the FIFTH INTERNATIONAL SYMPOSIUM ON ARTIFICIAL INTELLIGENCE AND MATHEMATICS 1998, January 4--6, 1998, Fort Lauderdale, Florida.

Fuzzy Interface with Prior Concepts and Non-Convex Regularization. (Poster, 12 pages)
J.C. Lemm, 1997
CONFERENCE ON BAYESIAN METHODS IN NEURAL COMPUTING, 15 - 19 December 1997, Newton Institute, Cambridge, UK

Nonlinear Regularization. (Talk, 16 transparencies)
J.C. Lemm, 1997
Talk at the Center for Biological and Computational Learning, Massachusetts Institute of Technology, Friday May 30, 1997, Cambridge, MA.

Complexity priors vs. complexity costs. (Abstract)
J.C. Lemm, 1996.
Talk at the NIPS workshop "Model Complexity", Friday December 6, 1996, Snowmass, Colorado.