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We propose an algorithm to approximate solutions of global optimization problems in Sobolev spaces that follows the spirit of Consensus-based algorithms in finite dimensions. The main ingredient are Gaussian processes. In fact, we exploit…

Optimization and Control · Mathematics 2026-03-17 Mahmoud Khatab , Claudia Totzeck

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

Realistic physical implementations of quantum computers can entail tradeoffs which depart from the ideal model of quantum computation. Although these tradeoffs have allowed successful demonstration of certain quantum algorithms, a crucial…

Quantum Physics · Physics 2007-05-23 Xinlan Zhou , Debbie W. Leung , Isaac L. Chuang

We present a rigorous approach, based on the concept of continuous thermomajorisation, to algorithmically characterise the full set of energy occupations of a quantum system accessible from a given initial state through weak interactions…

Quantum Physics · Physics 2022-08-08 Kamil Korzekwa , Matteo Lostaglio

There has been interest in finding a general variational principle for non-equilibrium statistical mechanics. We give evidence that Maximum Caliber (Max Cal) is such a principle. Max Cal, a variant of Maximum Entropy, predicts dynamical…

Statistical Mechanics · Physics 2015-09-02 Michael J. Hazoglou , Valentin Walther , Purushottam D. Dixit , Ken A. Dill

Algorithmic entropy can be seen as a special case of entropy as studied in statistical mechanics. This viewpoint allows us to apply many techniques developed for use in thermodynamics to the subject of algorithmic information theory. In…

Mathematical Physics · Physics 2013-02-27 John C. Baez , Mike Stay

The principle of maximum entropy (Maxent) is often used to obtain prior probability distributions as a method to obtain a Gibbs measure under some restriction giving the probability that a system will be in a certain state compared to the…

Information Theory · Computer Science 2019-06-26 Hector Zenil , Narsis A. Kiani , Jesper Tegnér

In the sequential decision making setting, an agent aims to achieve systematic generalization over a large, possibly infinite, set of environments. Such environments are modeled as discrete Markov decision processes with both states and…

Machine Learning · Computer Science 2023-03-31 Mirco Mutti , Riccardo De Santi , Emanuele Rossi , Juan Felipe Calderon , Michael Bronstein , Marcello Restelli

Recent work emphasizes that the maximum entropy principle provides a bridge between statistical mechanics models for collective behavior in neural networks and experiments on networks of real neurons. Most of this work has focused on…

Neurons and Cognition · Quantitative Biology 2015-06-05 Gasper Tkacik , Olivier Marre , Thierry Mora , Dario Amodei , Michael J. Berry , William Bialek

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Machine Learning · Computer Science 2025-12-03 Pieter Smet

It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…

Quantum Physics · Physics 2019-05-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

Statistical Mechanics · Physics 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

Predicting future observations plays a central role in machine learning, biology, economics, and many other fields. It lies at the heart of organizational principles such as the variational free energy principle and has even been shown --…

Machine Learning · Computer Science 2025-04-09 Lukas J. Fiderer , Paul C. Barth , Isaac D. Smith , Hans J. Briegel

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

A statistical, path-dependent framework to describe time-dependent macroscopic theories using the Principle of Maximum Caliber is presented. By means of this procedure, it is possible to infer predictive non-equilibrium statistical…

Statistical Mechanics · Physics 2023-03-20 Ignacio Tapia , Gonzalo Gutiérrez , Sergio Davis

We investigate the theory of thermodynamic formalism from the perspective of computable analysis, with a special focus on the computability of equilibrium states. Specifically, we develop two complementary general approaches to verify the…

Dynamical Systems · Mathematics 2025-12-18 Ilia Binder , Qiandu He , Zhiqiang Li , Xianghui Shi

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

We develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling…

Machine Learning · Computer Science 2019-11-06 Sayak Ray Chowdhury , Aditya Gopalan

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo