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Regular $g$-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For…

Probability · Mathematics 2011-06-22 Roberto Fernández , Sandro Gallo , Grégory Maillard

We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…

Statistical Mechanics · Physics 2018-05-15 Gabriel Stoltz , Zofia Trstanova

Generative Adversarial Networks (GANs) have become a popular method to learn a probability model from data. In this paper, we aim to provide an understanding of some of the basic issues surrounding GANs including their formulation,…

Machine Learning · Statistics 2018-10-23 Soheil Feizi , Farzan Farnia , Tony Ginart , David Tse

Coarse-graining complex molecular systems to lower-dimensional reaction coordinates is a powerful approach for capturing their effective dynamics. The generalized Langevin equation (GLE) provides an exact framework for modeling…

Chemical Physics · Physics 2025-06-09 Henrik Kiefer , Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

In statistical physics, the Nakajima-Mori-Zwanzig projection operator formalism is used to derive an integro-differential equation for observables in a Hilbert space, the generalized Langevin equation (GLE). This technique relies on the…

Mathematical Physics · Physics 2026-04-27 Christoph Widder , Johannes Zimmer , Tanja Schilling

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

The Zwanzig-Mori pro jection formalism is widely used in studying systems with many degrees of freedom. Recently Xing and Kim used the pro jection formalism and derived the generalized Langevin equations (GLEs) for a general stochastic…

Statistical Mechanics · Physics 2013-04-18 Abhishek Mukhopadhyay , Jianhua Xing

A data-driven ab initio generalized Langevin equation (AIGLE) approach is developed to learn and simulate high-dimensional, heterogeneous, coarse-grained conformational dynamics. Constrained by the fluctuation-dissipation theorem, the…

Biological Physics · Physics 2024-09-13 Pinchen Xie , Yunrui Qiu , Weinan E

We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…

Disordered Systems and Neural Networks · Physics 2007-05-23 Mendeli H. Vainstein , Ismael V. L. Costa , Rafael Morgado , Fernando A. Oliveira

The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…

Numerical Analysis · Mathematics 2022-09-20 Di Fang , Lei Li

Dependent generalized extreme value (dGEV) models have attracted much attention due to the dependency structure that often appears in real datasets. To construct a dGEV model, a natural approach is to assume that some parameters in the…

Methodology · Statistics 2017-03-06 Bo Ning , Peter Bloomfield

We present a derivation of a coarse-grained model from the Langevin dynamics. The focus is placed on the memory kernel function and the fluctuation-dissipation theorem. Also presented is an hierarchy of approximations for the memory and…

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

The present work concerns the transferability of coarse-grained (CG) modeling in reproducing the dynamic properties of the reference atomistic systems across a range of parameters. In particular, we focus on implicit-solvent CG modeling of…

Computational Engineering, Finance, and Science · Computer Science 2021-03-22 Zhan Ma , Shu Wang , Minhee Kim , Kaibo Liu , Chun-Long Chen , Wenxiao Pan

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the…

Statistical Mechanics · Physics 2017-02-28 Anatolii V. Mokshin , Bulat N. Galimzyanov

We propose the Gaussian Gated Linear Network (G-GLN), an extension to the recently proposed GLN family of deep neural networks. Instead of using backpropagation to learn features, GLNs have a distributed and local credit assignment…

Machine Learning · Computer Science 2020-10-22 David Budden , Adam Marblestone , Eren Sezener , Tor Lattimore , Greg Wayne , Joel Veness

Designing algorithms for solving high-dimensional Bayesian inverse problems directly in infinite-dimensional function spaces - where such problems are naturally formulated - is crucial to ensure stability and convergence as the…

Machine Learning · Statistics 2025-12-02 Lorenzo Baldassari , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Gaussian Processes (GPs) provide powerful probabilistic frameworks for interpolation, forecasting, and smoothing, but have been hampered by computational scaling issues. Here we investigate data sampled on one dimension (e.g., a scalar or…

Machine Learning · Statistics 2022-08-04 Jackson Loper , David Blei , John P. Cunningham , Liam Paninski

Many scientific and geometric problems exhibit general linear symmetries, yet most equivariant neural networks are built for compact groups or simple vector features, limiting their reuse on matrix-valued data such as covariances, inertias,…

Machine Learning · Computer Science 2026-02-02 Chankyo Kim , Sicheng Zhao , Minghan Zhu , Tzu-Yuan Lin , Maani Ghaffari