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These lecture notes introduce some topics of classical statistical physics, particularly those that are relevant for neural networks and deep learning. Statistical physics is treated as a branch of probability theory or statistics, with the…

Disordered Systems and Neural Networks · Physics 2026-05-12 Olaf Hohm

Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of…

Machine Learning · Computer Science 2023-11-14 Christina Winkler , Daniel Worrall , Emiel Hoogeboom , Max Welling

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows which are families of probability distributions on the space of solutions to the associated ODEs, which no longer satisfy…

Chaotic Dynamics · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

We propose using Normalizing Flows as a trainable kernel within the molecular dynamics update of Hamiltonian Monte Carlo (HMC). By learning (invertible) transformations that simplify our dynamics, we can outperform traditional methods at…

Machine Learning · Computer Science 2021-12-06 Sam Foreman , Taku Izubuchi , Luchang Jin , Xiao-Yong Jin , James C. Osborn , Akio Tomiya

A non-perturbative and continuous definition of RG transformations as stochastic processes is proposed, inspired by the observation that the functional RG equations for effective Boltzmann factors may be interpreted as Fokker-Planck…

High Energy Physics - Theory · Physics 2020-02-19 Andrea Carosso

We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…

Machine Learning · Computer Science 2022-03-28 Francesca Mignacco , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

We present two different arguments using stochastic analysis to construct super-renormalizable tensor field theories, namely the $\mathrm{T}^4_3$ and $\mathrm{T}^4_4$ models. The first approach is the construction of a Langevin dynamic…

Probability · Mathematics 2024-03-06 Ajay Chandra , Léonard Ferdinand

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal…

Molecular Networks · Quantitative Biology 2015-07-07 De-Ming Deng , Cheng-Hung Chang

We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…

Quantum Physics · Physics 2007-05-23 John Gough

Predicting the distribution of future states in a stochastic system, known as belief propagation, is fundamental to reasoning under uncertainty. However, nonlinear dynamics often make analytical belief propagation intractable, requiring…

Machine Learning · Computer Science 2025-09-22 Peter Amorese , Morteza Lahijanian

Jarzynski's theorem is a well-known equality in statistical mechanics, which relates fluctuations in the work performed during a non-equilibrium transformation of a system, to the free-energy difference between two equilibrium ensembles. In…

High Energy Physics - Lattice · Physics 2016-08-16 Michele Caselle , Gianluca Costagliola , Alessandro Nada , Marco Panero , Arianna Toniato

Many-body perturbation theory provides a powerful framework to study the ground state and thermodynamic properties of nuclear matter as well as associated single-particle potentials and response functions within a systematic order-by-order…

Nuclear Theory · Physics 2024-12-30 Pengsheng Wen , Jeremy W. Holt , Albany Blackburn

We present an alternative to reweighting techniques for modifying distributions to account for a desired change in an underlying conditional distribution, as is often needed to correct for mis-modelling in a simulated sample. We employ…

High Energy Physics - Phenomenology · Physics 2023-05-01 Malte Algren , Tobias Golling , Manuel Guth , Chris Pollard , John Andrew Raine

The traffic modelling often keeps the mesoscopic scale in the theoretical sphere because the integro-differential nature of its equations. In the present work we suggest to use the lattice Boltzmann method to overcome these difficulties. In…

Physics and Society · Physics 2018-10-01 Romain Noël , Laurent Navarro , Guy Courbebaisse

Stochastic Galerkin methods can quantify uncertainty at a fraction of the computational expense of conventional Monte Carlo techniques, but such methods have rarely been studied for modelling shallow water flows. Existing stochastic shallow…

Numerical Analysis · Mathematics 2019-07-16 James Shaw , Georges Kesserwani

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

Optimization and Control · Mathematics 2023-05-24 Han Huang , Jiajia Yu , Jie Chen , Rongjie Lai

We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…

Soft Condensed Matter · Physics 2009-11-13 Burkhard Duenweg , Ulf D. Schiller , Anthony J. C. Ladd

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

Modern deep generative models can now produce high-quality synthetic samples that are often indistinguishable from real training data. A growing body of research aims to understand why recent methods, such as diffusion and flow matching…

Machine Learning · Computer Science 2025-12-03 Quentin Bertrand , Anne Gagneux , Mathurin Massias , Rémi Emonet

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi