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We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

We analyze the popular ``state-space'' class of algorithms for detecting casual interaction in coupled dynamical systems. These algorithms are often justified by Takens' embedding theorem, which provides conditions under which relationships…

Signal Processing · Electrical Eng. & Systems 2023-08-15 Matthew O'Shaughnessy , Mark Davenport , Christopher Rozell

Coarse-grained (CG) models facilitate an efficient exploration of complex systems by reducing the unnecessary degrees of freedom of the fine-grained (FG) system while recapitulating major structural correlations. Unlike structural…

Chemical Physics · Physics 2023-01-18 Jaehyeok Jin , Kenneth S. Schweizer , Gregory A. Voth

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Machine Learning · Computer Science 2026-04-07 Daniele Zambon , Andrea Cini , Cesare Alippi

The generalization of matrix product states (MPS) to continuous systems, as proposed in the breakthrough paper [F. Verstraete, J.I. Cirac, Phys. Rev. Lett. 104, 190405(2010)], provides a powerful variational ansatz for the ground state of…

Strongly Correlated Electrons · Physics 2017-06-07 Martin Ganahl , Julian Rincon , Guifre Vidal

The size of chemical compound space is too large to be probed exhaustively. This leads high-throughput protocols to drastically subsample and results in sparse and non-uniform datasets. Rather than arbitrarily selecting compounds, we…

Soft Condensed Matter · Physics 2019-09-11 Christian Hoffmann , Roberto Menichetti , Kiran H. Kanekal , Tristan Bereau

We develop an operator-based framework to coarse-grain interacting particle systems that exhibit clustering dynamics. Starting from the particle-based transfer operator, we first construct a sequence of reduced representations: the operator…

Statistical Mechanics · Physics 2026-04-10 Nathalie Wehlitz , Grigorios A. Pavliotis , Christof Schütte , Stefanie Winkelmann

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…

Computation · Statistics 2025-03-25 Benjamin Cox , Emilie Chouzenoux , Victor Elvira

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

Machine Learning · Computer Science 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

Information-theoretical quantities such as statistical distinguishability typically result from optimisations over all conceivable observables. Physical theories, however, are not generally considered valid for all mathematically allowed…

Quantum Physics · Physics 2018-05-28 Cédric Bény

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

An algorithm for simulation of quantum many-body dynamics having su(2) spectrum-generating algebra is developed. The algorithm is based on the idea of dynamical coarse-graining. The original unitary dynamics of the target observables, the…

Quantum Physics · Physics 2009-12-03 M. Khasin , R. Kosloff

We present a computer-assisted approach to coarse-graining the evolutionary dynamics of a system of nonidentical oscillators coupled through a (fixed) network structure. The existence of a spectral gap for the coupling network graph…

Statistical Mechanics · Physics 2015-05-28 Karthikeyan Rajendran , Ioannis G. Kevrekidis

Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…

Methodology · Statistics 2013-12-24 Jesse Windle , Carlos M. Carvalho

We consider the covariance steering problem for nonlinear control-affine systems. Our objective is to find an optimal control strategy to steer the state of a system from an initial distribution to a target one whose mean and covariance are…

Optimization and Control · Mathematics 2023-03-27 Hongzhe Yu , Zhenyang Chen , Yongxin Chen

The emergence of macroscopic variables can be effected through {\it coarse graining}. Despite practical and fundamental benefits conveyed by this partitioning of state space, the apparently subjective nature of the selection of coarse…

Statistical Mechanics · Physics 2016-08-31 L. S. Schulman , B. Gaveau

Molecular dynamics (MD) simulation is essential for various scientific domains but computationally expensive. Learning-based force fields have made significant progress in accelerating ab-initio MD simulation but are not fast enough for…

Machine Learning · Computer Science 2023-08-29 Xiang Fu , Tian Xie , Nathan J. Rebello , Bradley D. Olsen , Tommi Jaakkola
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