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Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown parameters. We consider the Bayesian framework for making inferences about dynamical…

Statistics Theory · Mathematics 2022-01-17 Artur O. Lopes , Silvia R. C. Lopes , Paulo Varandas

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

A quantum system coupled to a bath at some fixed, finite temperature converges to its Gibbs state. This thermalization process defines a natural, physically-motivated model of quantum computation. However, whether quantum computational…

Quantum Physics · Physics 2025-01-15 Thiago Bergamaschi , Chi-Fang Chen , Yunchao Liu

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

Sampling physical systems with rough energy landscapes is hindered by rare events and metastable trapping. While Boltzmann generators already offer a solution, their reliance on the reverse Kullback--Leibler divergence frequently induces…

Machine Learning · Computer Science 2026-04-08 Guang Lin , Christian Moya , Di Qi , Xuda Ye

We consider birth and death stochastic dynamics of particle systems with attractive interaction. The heuristic generator of the dynamics has a constant birth rate and density dependent decreasing death rate. The corresponding statistical…

Mathematical Physics · Physics 2015-06-18 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy , Elena Zhizhina

We prove that nonlinear Gibbs measures can be obtained from the corresponding many-body, grand-canonical, quantum Gibbs states, in a mean-field limit where the temperature T diverges and the interaction behaves as 1/T. We proceed by…

Mathematical Physics · Physics 2015-05-22 Mathieu Lewin , Phan Thành Nam , Nicolas Rougerie

We study a spatial birth-and-death process on the phase space of locally finite configurations $\Gamma^+ \times \Gamma^-$ over $\mathbb{R}^d$. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

Neural networks with a large number of parameters admit a mean-field description, which has recently served as a theoretical explanation for the favorable training properties of "overparameterized" models. In this regime, gradient descent…

Machine Learning · Statistics 2019-03-28 Grant Rotskoff , Samy Jelassi , Joan Bruna , Eric Vanden-Eijnden

The zero-temperature Glauber dynamics of the random-field Ising model describes various ubiquitous phenomena such as avalanches, hysteresis, and related critical phenomena. Here, for a model on a random graph with a special initial…

Statistical Mechanics · Physics 2015-05-14 Hiroki Ohta , Shin-ichi Sasa

In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…

Probability · Mathematics 2015-09-09 Antonio Di Crescenzo , Barbara Martinucci

We obtain upper bounds for the total variation distance between the distributions of two Gibbs point processes in a very general setting. Applications are provided to various well-known processes and settings from spatial statistics and…

Probability · Mathematics 2014-09-15 Dominic Schuhmacher , Kaspar Stucki

In this article we study the quench dynamics of Galilean and scale invariant many-body systems which can be prepared using interacting atomic gases. The far-away from equilibrium dynamics are investigated by employing $m$-body density…

Quantum Gases · Physics 2019-08-07 Jeff Maki , Fei Zhou

Parametric portfolio policies may experience estimation risk. I develop a generalized Bayesian framework that updates priors, delivering a posterior distribution over characteristic tilts and out-of-sample returns that is the unique…

Portfolio Management · Quantitative Finance 2026-03-10 Christopher G. Lamoureux

We investigate a scaling limit of gradient stochastic dynamics associated to Gibbs states in classical continuous systems on ${\mathbb R}^d, d \ge 1$. The aim is to derive macroscopic quantities from a given micro- or mesoscopic system. The…

Probability · Mathematics 2007-05-23 Martin Grothaus , Yuri G. Kondratiev , Eugene Lytvynov , Michael Roeckner

We introduce a symmetric random scan Gibbs sampler for scalable Bayesian variable selection that eliminates storage of the full cross-product matrix by computing required quantities on-the-fly. Data-informed proposal weights, constructed…

Methodology · Statistics 2026-01-14 Mengta Chung

We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and…

Probability · Mathematics 2011-11-10 Roberto Fernandez , Pablo A. Ferrari , Nancy Garcia

In this contribution, we discuss the asymptotic safety scenario for quantum gravity by evaluating the correlation functions of dynamical metric fluctuations. This is done with a functional renormalisation group approach that disentangles…

High Energy Physics - Theory · Physics 2023-09-20 Jan M. Pawlowski , Manuel Reichert

The two main approaches to quantum computing are gate-based computation and analog computation, which are polynomially equivalent in terms of complexity, and they are often seen as alternatives to each other. In this work, we present a…

Quantum Physics · Physics 2025-01-08 Matteo Robbiati , Juan M. Cruz-Martinez , Stefano Carrazza

This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…

Probability · Mathematics 2024-02-28 Sarah Kaakai , Nicole El Karoui
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