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By exact projection in phase space we derive the generalized Langevin equation (GLE) for time-filtered observables. We employ a general convolution filter that directly acts on arbitrary phase-space observables and can involve low-pass,…

Statistical Mechanics · Physics 2024-09-20 Roland R. Netz

We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Pulak Kumar Ghosh , Deb Shankar Ray

Maximizing the computational utility of near-term quantum processors requires predictive noise models that inform robust, noise-aware compilation and error mitigation. Conventional models often fail to capture the complex error dynamics of…

Quantum Physics · Physics 2026-03-17 Yanjun Ji , Marco Roth , David A. Kreplin , Ilia Polian , Frank K. Wilhelm

In the problem of domain generalization (DG), there are labeled training data sets from several related prediction problems, and the goal is to make accurate predictions on future unlabeled data sets that are not known to the learner. This…

Machine Learning · Statistics 2021-01-08 Gilles Blanchard , Aniket Anand Deshmukh , Urun Dogan , Gyemin Lee , Clayton Scott

In this manuscript, a purely data driven statistical regularization method is proposed for extracting the information from big data with randomly distributed noise. Since the variance of the noise maybe large, the method can be regarded as…

Numerical Analysis · Mathematics 2021-02-19 Jin Cheng , Jiantang Zhang , Min Zhong

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

Machine Learning · Computer Science 2020-02-23 Patrick Heas , Cedric Herzet , Benoit Combes

This paper considers the reduction of the Langevin equation arising from bio-molecular models. To facilitate the construction and implementation of the reduced models, the problem is formulated as a reduced-order modeling problem. The…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic…

Machine Learning · Statistics 2020-05-05 Jia-Jie Zhu , Krikamol Muandet , Moritz Diehl , Bernhard Schölkopf

Generating an initial condition for a Langevin equation with memory is a non trivial issue. We introduce a generalisation of the Laplace transform as a useful tool for solving this problem, in which a limit procedure may send the extension…

Statistical Mechanics · Physics 2020-11-19 Ivan Di Terlizzi , Felix Ritort , Marco Baiesi

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

Statistics Theory · Mathematics 2025-10-31 Grigorios A. Pavliotis , Andrea Zanoni

The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…

Statistical Mechanics · Physics 2025-11-13 Niklas Bockius , Maximilian Braun , Kay Hofmann , Friederike Schmid , Martin Hanke

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

We propose a kernel regression method to predict a target signal lying over a graph when an input observation is given. The input and the output could be two different physical quantities. In particular, the input may not be a graph signal…

Information Theory · Computer Science 2019-08-02 Arun Venkitaraman , Saikat Chatterjee , Peter Händel

We theoretically study the dynamical dephasing of a quantum two level system interacting with an environment exhibiting non-Markovian random telegraph fluctuations. The time evolution of the conditional probability of the environmental…

Quantum Physics · Physics 2020-01-10 Xiangji Cai

Recent work has shown that training wide neural networks with gradient descent is formally equivalent to computing the mean of the posterior distribution in a Gaussian Process (GP) with the Neural Tangent Kernel (NTK) as the prior…

Machine Learning · Computer Science 2024-09-11 Sergio Calvo-Ordoñez , Konstantina Palla , Kamil Ciosek

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to…

Machine Learning · Statistics 2020-03-16 Mauricio A. Álvarez , David Luengo , Neil D. Lawrence

It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…

Chaotic Dynamics · Physics 2013-01-01 Pedro G. Lind , Maria Haase , Frank Böttcher , Joachim Peinke , David Kleinhans , Rudolf Friedrich

In this paper, we study the feature learning ability of two-layer neural networks in the mean-field regime through the lens of kernel methods. To focus on the dynamics of the kernel induced by the first layer, we utilize a two-timescale…

Machine Learning · Computer Science 2024-04-09 Shokichi Takakura , Taiji Suzuki
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