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Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…

Mesoscale and Nanoscale Physics · Physics 2019-09-05 Patrick P. Potts , Peter Samuelsson

We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in…

Statistical Mechanics · Physics 2015-03-19 Jie Ren , V. Y. Chernyak , N. A. Sinitsyn

Stochastic gradient descent (SGD) is a key ingredient in the training of deep neural networks and yet its geometrical significance appears elusive. We study a deterministic model in which the trajectories of our dynamical systems are…

Machine Learning · Computer Science 2020-02-19 R. Fioresi , P. Chaudhari , S. Soatto

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…

Statistical Mechanics · Physics 2011-12-23 Gatien Verley , Raphaël Chétrite , David Lacoste

From the sampling of data to the initialisation of parameters, randomness is ubiquitous in modern Machine Learning practice. Understanding the statistical fluctuations engendered by the different sources of randomness in prediction is…

Machine Learning · Statistics 2022-10-03 Bruno Loureiro , Cédric Gerbelot , Maria Refinetti , Gabriele Sicuro , Florent Krzakala

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

Active systems, which are driven out of equilibrium by local non-conservative forces, can adopt unique behaviors and configurations. An important challenge in the design of novel materials which utilize such properties is to precisely…

Soft Condensed Matter · Physics 2022-08-09 Gregory Rassolov , Laura Tociu , Étienne Fodor , Suriyanarayanan Vaikuntanathan

We derive an exact expression of the response function to an infinitesimal magnetic field for an Ising-Glauber-like model with arbitrary exchange couplings. The result is expressed in terms of thermodynamic averages and does not depend on…

Condensed Matter · Physics 2009-11-10 Christophe Chatelain

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of…

Statistical Mechanics · Physics 2015-05-20 G. Verley , K. Mallick , D. Lacoste

We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

Probability · Mathematics 2021-05-26 Xi Chen , Ilya Timofeyev

Fluctuation relations for the entropy production in non equilibrium stationary states of Ising models are investigated by Monte Carlo simulations. Systems in contact with heat baths at two different temperatures or subject to external…

Statistical Mechanics · Physics 2009-11-13 A. Piscitelli , F. Corberi , G. Gonnella , A. Pelizzola

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

Statistical Mechanics · Physics 2015-05-14 Tommaso Biancalani , Duccio Fanelli , Francesca Di Patti

Gaussian macroscopic fluctuation theory underpins the understanding of noise in a broad class of nonequilibrium systems. We derive exact fluctuation-response relations linking the power spectral density of stationary fluctuations to the…

Statistical Mechanics · Physics 2026-02-11 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

We show that learning can be improved by using loss functions that evolve cyclically during training to emphasize one class at a time. In underparameterized networks, such dynamical loss functions can lead to successful training for…

Machine Learning · Computer Science 2021-06-24 Miguel Ruiz-Garcia , Ge Zhang , Samuel S. Schoenholz , Andrea J. Liu

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

The aim of this work is to learn models of population dynamics of physical systems that feature stochastic and mean-field effects and that depend on physics parameters. The learned models can act as surrogates of classical numerical models…

Machine Learning · Statistics 2024-10-28 Jules Berman , Tobias Blickhan , Benjamin Peherstorfer