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We investigate the convergence properties of a continuous-time optimization method, the \textit{Mean-Field Best Response} flow, for solving convex-concave min-max games with entropy regularization. We introduce suitable Lyapunov functions…

Optimization and Control · Mathematics 2025-03-11 Razvan-Andrei Lascu , Mateusz B. Majka , Łukasz Szpruch

Kinetic Ising models are powerful tools for studying the non-equilibrium dynamics of complex systems. As their behavior is not tractable for large networks, many mean-field methods have been proposed for their analysis, each based on unique…

Disordered Systems and Neural Networks · Physics 2021-05-13 Miguel Aguilera , S. Amin Moosavi , Hideaki Shimazaki

This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…

Probability · Mathematics 2021-12-30 Kai Du , Yifan Jiang , Jinfeng Li

The evolution of tokens through deep transformer models can be modeled as an interacting particle system that has been shown to exhibit an asymptotic clustering behavior akin to the synchronization phenomenon in Kuramoto models. In this…

Machine Learning · Computer Science 2026-05-12 Shi Chen , Zhengjiang Lin , Yury Polyanskiy , Philippe Rigollet

We develop, clarify and test various aspects of cluster methods dynamical mean field methods using a soluble toy model as a benchmark. We find that the Cellular Dynamical Mean Field Theory (C-DMFT) converges very rapidly and compare its…

Strongly Correlated Electrons · Physics 2009-11-07 Giulio Biroli , Gabriel Kotliar

Mean-field theory (MFT) is one of the main available tools for analytical calculations entailed in investigations regarding many-body systems. Recently, there have been an urge of interest in ameliorating this kind of method, mainly with…

Statistical Mechanics · Physics 2016-06-14 F. M. Zimmer , M. Schmidt , Jonas Maziero

We present a construction of a mean-field theory for thermodynamic and spectral properties of correlated electrons reliable in the strong-coupling limit. We introduce an effective interaction determined self-consistently from the reduced…

Strongly Correlated Electrons · Physics 2017-04-19 Václav Janiš , Vladislav Pokorný , Anna Kauch

Machine learning methods for solving the equations of dynamical mean-field theory are developed. The method is demonstrated on the three dimensional Hubbard model. The key technical issues are defining a mapping of an input function to an…

Strongly Correlated Electrons · Physics 2015-07-01 Louis-François Arsenault , O. Anatole von Lilienfeld , Andrew J. Millis

We study the metastable states in Ising spin models with orthogonal interaction matrices. We focus on three realizations of this model, the random case and two non-random cases, i.e.\ the fully-frustrated model on an infinite dimensional…

Condensed Matter · Physics 2009-10-28 Giorgio Parisi , Marc Potters

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

In-medium modifications of light cluster properties in warm stellar matter are studied within the relativistic mean-field approximation. In-medium effects are included by introducing an explicit binding energy shift analytically calculated…

Nuclear Theory · Physics 2018-05-09 Helena Pais , Francesca Gulminelli , Constança Providência , Gerd Röpke

We introduce a family of glassy models having a parameter, playing the role of an interaction range, that may be varied continuously to go from a system of particles in d dimensions to a mean-field version of it. The mean-field limit is…

Statistical Mechanics · Physics 2015-05-27 Romain Mari , Jorge Kurchan

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

We establish Multilayer Correlation Clustering, a novel generalization of Correlation Clustering to the multilayer setting. In this model, we are given a series of inputs of Correlation Clustering (called layers) over the common set $V$ of…

Data Structures and Algorithms · Computer Science 2026-05-20 Atsushi Miyauchi , Florian Adriaens , Francesco Bonchi , Nikolaj Tatti

We propose a hierarchical correlation clustering method that extends the well-known correlation clustering to produce hierarchical clusters applicable to both positive and negative pairwise dissimilarities. Then, in the following, we study…

Machine Learning · Computer Science 2025-02-04 Morteza Haghir Chehreghani , Mostafa Haghir Chehreghani

We develop a quantum relative entropy method for the mean-field limit of quantum many-body systems. For closed systems governed by the von Neumann equation, we prove a quantitative stability estimate between the $N$-body density matrix and…

Mathematical Physics · Physics 2026-05-12 Gaoyue Guo , Hao Liang , Zhenfu Wang

Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…

Machine Learning · Computer Science 2021-05-11 Zhiyun Lu , Eugene Ie , Fei Sha

We introduce a procedure to infer the interactions among a set of binary variables, based on their sampled frequencies and pairwise correlations. The algorithm builds the clusters of variables contributing most to the entropy of the…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Simona Cocco , Rémi Monasson

The calculation of the insurance liabilities of a cohort of dependent individuals in general requires the solution of a high-dimensional system of coupled linear forward integro-differential equations, which is infeasible for a larger…

Risk Management · Quantitative Finance 2026-04-14 Philipp C. Hornung

Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will study a new special mean-field problem in a purely…

Probability · Mathematics 2012-10-03 Juan Li
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