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The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a complex environment. However, analysis and prediction of…

Data Analysis, Statistics and Probability · Physics 2024-09-25 Henrik Kiefer , Denis Furtel , Cihan Ayaz , Anton Klimek , Jan O. Daldrop , Roland R. Netz

In 2020 Domingos introduced an interpolation formula valid for "every model trained by gradient descent". He concluded that such models behave approximately as kernel machines. In this work, we extend the Domingos formula to stochastic…

Machine Learning · Computer Science 2026-03-17 Jin Guo , Roy Y. He , Jean-Michel Morel

We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of…

Probability · Mathematics 2021-07-29 Raul Bolaños Guerrero , David Nualart , Guangqu Zheng

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of…

Statistical Mechanics · Physics 2009-04-29 S. I. Denisov , Werner Horsthemke , Peter Hänggi

We explore the use of non homogenous noise kernels in Gaussian process modelling to improve the potential energy curve models describing stochastic electronic structure data. We use the same noise kernels on energy curves describing…

Chemical Physics · Physics 2023-01-02 Fabio E. A. Albertani , Alex J. W. Thom

This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown…

Machine Learning · Computer Science 2020-06-16 Raphael A. Meyer , Christopher Musco

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…

Statistical Mechanics · Physics 2008-02-13 Francis N. C. Paraan , Mikhail P. Solon , J. P. Esguerra

Quantum neural networks generalize classical artificial neural networks into the quantum domain. They are formulated as parameterized quantum circuits which are optimized by measuring and minimizing a suitably chosen loss function. The core…

Quantum Physics · Physics 2026-04-29 Mario Boneberg , Simon Kochsiek , Igor Lesanovsky

We propose a probabilistic framework for dynamic quantization of neural networks that allows for a computationally efficient input-adaptive rescaling of the quantization parameters. Our framework applies a probabilistic model to the…

Machine Learning · Computer Science 2025-05-19 Gabriele Santini , Francesco Paissan , Elisabetta Farella

In this paper, we propose a Generalized Langevin Equation (GLE)-based model to describe the lateral diffusion of a protein in a lipid bilayer. The memory kernel is represented in terms of a viscous (instantaneous) and an elastic (non…

Biological Physics · Physics 2021-11-24 Loris Di Cairano , Benjamin Stamm , Vania Calandrini

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

One of the crucial tasks in many inference problems is the extraction of sparse information out of a given number of high-dimensional measurements. In machine learning, this is frequently achieved using, as a penality term, the $L_p$ norm…

Disordered Systems and Neural Networks · Physics 2012-02-09 Alejandro Lage-Castellanos , Andrea Pagnani , Martin Weigt

The training of neural networks is a complex, high-dimensional, non-convex and noisy optimization problem whose theoretical understanding is interesting both from an applicative perspective and for fundamental reasons. A core challenge is…

Statistical Mechanics · Physics 2023-04-19 Theo Jules , Gal Brener , Tal Kachman , Noam Levi , Yohai Bar-Sinai

Researchers have been facing a difficult problem that data generation mechanisms could be influenced by internal or external factors leading to the training and test data with quite different distributions, consequently traditional…

Machine Learning · Statistics 2021-10-14 Anqi Wu

This paper studies the data-driven reconstruction of firing rate dynamics of brain activity described by linear-threshold network models. Identifying the system parameters directly leads to a large number of variables and a highly…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Xuan Wang , Jorge Cortes

Machine learning models trained by different optimization algorithms under different data distributions can exhibit distinct generalization behaviors. In this paper, we analyze the generalization of models trained by noisy iterative…

Machine Learning · Statistics 2022-12-29 Hao Wang , Rui Gao , Flavio P. Calmon

We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…

Numerical Analysis · Mathematics 2024-12-30 Grigorios A. Pavliotis , Sebastian Reich , Andrea Zanoni

This work proposes a Stochastic Variational Deep Kernel Learning method for the data-driven discovery of low-dimensional dynamical models from high-dimensional noisy data. The framework is composed of an encoder that compresses…

Machine Learning · Computer Science 2023-06-28 Nicolò Botteghi , Mengwu Guo , Christoph Brune
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