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Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

While representation learning has been central to the rise of machine learning and artificial intelligence, a key problem remains in making the learned representations meaningful. For this, the typical approach is to regularize the learned…

Machine Learning · Computer Science 2024-04-11 Dedi Wang , Yihang Wang , Luke Evans , Pratyush Tiwary

This study delves into the connection between machine learning and lattice field theory by linking generative diffusion models (DMs) with stochastic quantization, from a stochastic differential equation perspective. We show that DMs can be…

High Energy Physics - Lattice · Physics 2023-11-08 Lingxiao Wang , Gert Aarts , Kai Zhou

We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…

Computational Engineering, Finance, and Science · Computer Science 2023-11-29 Duy H. Thai , Alexander L. Young , David B. Dunson

We study complex Langevin simulations of a toy model as well as QCD, supplemented with a dynamical stabilization (DS) term, which was proposed to regularize the complexified process at lower temperatures. We compare the results to…

High Energy Physics - Lattice · Physics 2024-06-03 Michael W. Hansen , Dénes Sexty

Bayesian methods of sampling from a posterior distribution are becoming increasingly popular due to their ability to precisely display the uncertainty of a model fit. Classical methods based on iterative random sampling and posterior…

Machine Learning · Statistics 2022-11-04 Jacopo Guidolin , Vyacheslav Kungurtsev , Ondřej Kuželka

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…

Data Analysis, Statistics and Probability · Physics 2013-06-03 V. V. Vasconcelos , F. Raischel , M. Haase , J. Peinke , M. Wächter , P. G. Lind , D. Kleinhans

Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…

Statistical Mechanics · Physics 2018-03-20 Dezhang Li , Zifei Chen , Zhijun Zhang , Jian Liu

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose…

Statistical Mechanics · Physics 2011-01-10 Erik Van der Straeten , Christian Beck

We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…

Statistical Mechanics · Physics 2016-04-28 Xingyu Gao , Jun Fang , Han Wang

The complex Langevin method (CLM) is a promising tool to address the sign problem in quantum field theories with complex actions. However, it can converge to incorrect results even when simulations appear stable, highlighting the need for…

High Energy Physics - Lattice · Physics 2026-03-27 Anosh Joseph , Arpith Kumar

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

This chapter [of a supplement to Prog. Theo. Phys.] reviews numerical simulations of quantum field theories based on stochastic quantization and the Langevin equation. The topics discussed include renormalization of finite step-size…

High Energy Physics - Lattice · Physics 2008-11-26 A. S. Kronfeld

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

Machine Learning · Computer Science 2025-03-31 Z. Zarezadeh , N. Zarezadeh

Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…

High Energy Physics - Lattice · Physics 2022-09-01 Lukas Kades , Martin Gärttner , Thomas Gasenzer , Jan M. Pawlowski

Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…

Data Analysis, Statistics and Probability · Physics 2020-07-01 Zofia Trstanova , Ben Leimkuhler , Tony Lelièvre

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…

Chaotic Dynamics · Physics 2015-05-13 Xavier Calbet , Ricardo Lopez-Ruiz
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