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Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…

Machine Learning · Statistics 2025-10-20 Tengjie Zheng , Jilan Mei , Di Wu , Lin Cheng , Shengping Gong

We develop a statistical framework for the dynamical closure of spatiotemporal dynamics governed by partial differential equations. Employing the mathematical framework of quantum mechanics to embed the original classical dynamics into a…

Dynamical Systems · Mathematics 2026-03-17 Chris Vales , David C. Freeman , Joanna Slawinska , Dimitrios Giannakis

Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…

Neurons and Cognition · Quantitative Biology 2014-09-10 Max Hinne , Alex Lenkoski , Tom Heskes , Marcel van Gerven

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing…

Methodology · Statistics 2025-04-11 Ching Wong , Giusi Moffa , Jack Kuipers

Gaussian quantum Markov semigroups (GQMSs) are of fundamental importance in modelling the evolution of several quantum systems. Moreover, they represent the noncommutative generalization of classical Orsntein-Uhlenbeck semigroups;…

Functional Analysis · Mathematics 2024-12-16 Federico Girotti , Damiano Poletti

This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…

Probability · Mathematics 2025-01-14 Stephen Crowley

The four-time correlation function of a general dynamical variable obeying Gaussian statistics is calculated for the trap model with a Gaussian density of states. It is argued that for energy-independent variables this function is…

Statistical Mechanics · Physics 2015-06-11 Gregor Diezemann

We present an operator learning framework for solving non-perturbative functional renormalization group equations, which are integro-differential equations defined on functionals. Our proposed approach uses Gaussian process operator…

Machine Learning · Computer Science 2025-12-25 Xianjin Yang , Matthieu Darcy , Matthew Hudes , Francis J. Alexander , Gregory Eyink , Houman Owhadi

In this paper, we further study the G-dynamics newly emerged in the covariant dynamics defined by the quantum covariant Poisson bracket (QCPB) theory. We propose three new operators based on the G-dynamics, we find that the non-Hermitian…

General Physics · Physics 2022-12-20 Gen Wang

The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…

Condensed Matter · Physics 2009-10-22 O. K. Vorov , A. V. Vagov

Generalised Hydrodynamics (GHD) describes the large-scale inhomogeneous dynamics of integrable (or close to integrable) systems in one dimension of space, based on a central equation for the fluid density or quasi-particle density: the GHD…

Pattern Formation and Solitons · Physics 2025-04-25 Thibault Bonnemain , Vincent Caudrelier , Benjamin Doyon

An approach to describing nonlinear Lax type integrable dynamical systems of modern mathematical and theoretical physics, based on the Marsden-Weinstein reduction method on canonically symplectic manifolds \ with group symmetry, is…

Exactly Solvable and Integrable Systems · Physics 2015-06-11 N. Bogolubov , Ya. A. Prykarpatsky

Hybrid particle-field molecular dynamics is a molecular simulation strategy wherein particles couple to a density field instead of through ordinary pair potentials. Traditionally considered a mean-field theory, a momentum and…

Computational Physics · Physics 2023-02-03 Morten Ledum , Samiran Sen , Sigbjørn Løland Bore , Michele Cascella

We study the computation of Gaussian orthant probabilities, i.e. the probability that a Gaussian falls inside a quadrant. The Geweke-Hajivassiliou-Keane (GHK) algorithm [Genz, 1992; Geweke, 1991; Hajivassiliou et al., 1996; Keane, 1993], is…

Computation · Statistics 2014-11-26 James Ridgway

In dimension 2 and above, the Burgers dynamics, the so-called "adhesion model" in cosmology, can actually give rise to several dynamics in the inviscid limit. We investigate here the statistical properties of the density field when it is…

Cosmology and Nongalactic Astrophysics · Physics 2014-01-17 Patrick Valageas , Francis Bernardeau

By using a condition of average trace preservation we derive a general class of non-Markovian Gaussian diffusive unravelings [L. Diosi and L. Ferialdi, Phys. Rev. Lett. \textbf{113}, 200403 (2014)], here valid for arbitrary non-Hermitian…

Quantum Physics · Physics 2015-11-10 Adrian A. Budini

In applied sciences, we often deal with deterministic simulation models that are too slow for simulation-intensive tasks such as calibration or real-time control. In this paper, an emulator for a generic dynamic model, given by a system of…

Methodology · Statistics 2012-07-06 Carlo Albert

We study the distribution of the {\it matrix product} $G_1 G_2 \cdots G_r$ of $r$ independent Gaussian matrices of various sizes, where $G_i$ is $d_{i-1} \times d_i$, and we denote $p = d_0$, $q = d_r$, and require $d_1 = d_{r-1}$. Here the…

Probability · Mathematics 2021-08-24 Yi Li , David P. Woodruff

We introduce the quantum Gaussian process state, motivated via a statistical inference for the wave function supported by a data set of unentangled product states. We show that this condenses down to a compact and expressive parametric…

Strongly Correlated Electrons · Physics 2022-08-01 Yannic Rath , George H. Booth