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Mean field approximation is a popular method to study the behaviour of stochastic models composed of a large number of interacting objects. When the objects are asynchronous, the mean field approximation of a population model can be…

Performance · Computer Science 2018-07-24 Nicolas Gast , Diego Latella , Mieke Massink

We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…

Statistics Theory · Mathematics 2024-07-08 Yunbum Kook , Matthew S. Zhang , Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Alan McKane , David Alonso , Ricard V. Sole

In this paper, we explore the application of mean field theory, a technique from statistical physics, to deep metric learning and address the high training complexity commonly associated with conventional metric learning loss functions. By…

Machine Learning · Computer Science 2023-06-28 Takuya Furusawa

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

Approximating a probability distribution using a set of particles is a fundamental problem in machine learning and statistics, with applications including clustering and quantization. Formally, we seek a weighted mixture of Dirac measures…

Machine Learning · Statistics 2026-04-24 Ayoub Belhadji , Daniel Sharp , Youssef Marzouk

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…

Methodology · Statistics 2013-08-09 David J Nott , Minh-Ngoc Tran , Anthony Y. C. Kuk , Robert Kohn

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

For four decades statistical physics has been providing a framework to analyse neural networks. A long-standing question remained on its capacity to tackle deep learning models capturing rich feature learning effects, thus going beyond the…

Machine Learning · Statistics 2025-12-15 Jean Barbier , Francesco Camilli , Minh-Toan Nguyen , Mauro Pastore , Rudy Skerk

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

Unsupervised learning requiring only raw data is not only a fundamental function of the cerebral cortex, but also a foundation for a next generation of artificial neural networks. However, a unified theoretical framework to treat sensory…

Machine Learning · Statistics 2020-09-09 Haiping Huang

A broad class of systems, including ecological, epidemiological, and sociological ones, are characterized by populations of individuals assigned to specific categories, e.g., a chemical species, an opinion or an epidemic state, that are…

Statistical Mechanics · Physics 2025-07-17 Giorgio Vittorio Visco , Johannes Nauta , Tomas Scagliarini , Oriol Artime , Manlio De Domenico

Learning in restricted Boltzmann machine is typically hard due to the computation of gradients of log-likelihood function. To describe the network state statistics of the restricted Boltzmann machine, we develop an advanced mean field…

Statistical Mechanics · Physics 2015-05-27 Haiping Huang , Taro Toyoizumi

Interacting particles on graphs are routinely used to study magnetic behaviour in physics, disease spread in epidemiology, and opinion dynamics in social sciences. The literature on mean-field approximations of such systems for large graphs…

Physics and Society · Physics 2022-07-15 Kai Cui , Wasiur R. KhudaBukhsh , Heinz Koeppl

Psychological disorders like major depressive disorder can be seen as complex dynamical systems. By looking at symptom activation patterns, we can investigate the dynamic behaviour of individuals to see whether or not they are at risk for…

Applications · Statistics 2018-07-11 Jolanda J Kossakowski , Marijke CM Gordijn , Harriette Riese , Lourens J Waldorp

Residual deep neural networks are formulated as interacting particle systems leading to a description through neural differential equations, and, in the case of large input data, through mean-field neural networks. The mean-field…

Optimization and Control · Mathematics 2024-03-14 Michael Herty , Chiara Segala , Giuseppe Visconti

Dissipation and fluctuations of one-body observables in heavy-ion reactions around the Coulomb barrier are investigated with a microscopic stochastic mean-field approach. By projecting the stochastic mean-field dynamics on a suitable…

Nuclear Theory · Physics 2017-03-22 Kouhei Washiyama , Denis Lacroix , Sakir Ayik , Bülent Yilmaz

A dynamic mean field theory is developed for finite state and action Bayesian reinforcement learning in the large state space limit. In an analogy with statistical physics, the Bellman equation is studied as a disordered dynamical system;…

Machine Learning · Statistics 2023-07-13 George Stamatescu