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Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong interest in unadjusted Langevin algorithms (ULA), which…

Methodology · Statistics 2024-10-24 Benjamin J. Zhang , Youssef M. Marzouk , Konstantinos Spiliopoulos

We propose Riemannian Denoising Diffusion Probabilistic Models (RDDPMs) for learning distributions on submanifolds of Euclidean space that are level sets of functions, including most of the manifolds relevant to applications. Existing…

Machine Learning · Computer Science 2026-02-17 Zichen Liu , Wei Zhang , Christof Schütte , Tiejun Li

A nonlinear Lorentz invariant kinetic diffusion equation is introduced, which is consistent with the conservation laws of particles number, energy and momentum. The equilibrium solution converges to the Maxwellian density in the Newtonian…

General Relativity and Quantum Cosmology · Physics 2025-11-14 Simone Calogero

We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking…

Mathematical Physics · Physics 2020-02-20 Soon Hoe Lim , Jan Wehr , Maciej Lewenstein

Generalized Langevin equations (GLEs) can be systematically derived via dimensional reduction from high-dimensional microscopic systems. For linear models the derivation can either be based on projection operator techniques such as the…

Statistical Mechanics · Physics 2022-03-30 Gerhard Jung

Low-dimensional structure in real-world data plays an important role in the success of generative models, which motivates diffusion models defined on intrinsic data manifolds. Such models are driven by stochastic differential equations…

Machine Learning · Statistics 2026-03-05 Zhiyuan Zhan , Masashi Sugiyama

We consider optimization problems on manifolds with equality and inequality constraints. A large body of work treats constrained optimization in Euclidean spaces. In this work, we consider extensions of existing algorithms from the…

Optimization and Control · Mathematics 2019-04-26 Changshuo Liu , Nicolas Boumal

The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…

Statistical Mechanics · Physics 2014-04-23 L. Stella , C. D. Lorenz , L. Kantorovich

By formulating data samples' formation as a Markov denoising process, diffusion models achieve state-of-the-art performances in a collection of tasks. Recently, many variants of diffusion models have been proposed to enable controlled…

Machine Learning · Computer Science 2023-04-17 Hengtong Zhang , Tingyang Xu

Residual distributions (RD) schemes are a class of of high-resolution finite volume methods for unstructured grids. A key feature of these schemes is that they make use of genuinely multidimensional (approximate) Riemann solvers as opposed…

Numerical Analysis · Mathematics 2009-11-13 James A. Rossmanith

This paper proposes an original Riemmanian geometry for low-rank structured elliptical models, i.e., when samples are elliptically distributed with a covariance matrix that has a low-rank plus identity structure. The considered geometry is…

Differential Geometry · Mathematics 2020-01-07 Florent Bouchard , Arnaud Breloy , Guillaume Ginolhac , Alexandre Renaux , Frédéric Pascal

Novel convergence analyses are presented of Riemannian stochastic gradient descent (RSGD) on a Hadamard manifold. RSGD is the most basic Riemannian stochastic optimization algorithm and is used in many applications in the field of machine…

Optimization and Control · Mathematics 2023-12-14 Hiroyuki Sakai , Hideaki Iiduka

Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…

Statistical Mechanics · Physics 2009-11-10 Alexander V. Plyukhin , Jeremy Schofield

We study the Riemannian geometry of the Deep Linear Network (DLN) as a foundation for a thermodynamic description of the learning process. The main tools are the use of group actions to analyze overparametrization and the use of Riemannian…

Machine Learning · Computer Science 2026-05-22 Govind Menon , Tianmin Yu

We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…

Probability · Mathematics 2023-08-02 Gustavo Didier , Hung D. Nguyen

The higher dimensional Quantum General Relativity of a Riemannian manifold being an embedded space in a space-time being a Lorentzian manifold is investigated. The model of quantum geometrodynamics, based on the Wheeler-DeWitt equation…

General Physics · Physics 2016-08-11 Lukasz Andrzej Glinka , Patrick Linker

Neural networks are playing a crucial role in everyday life, with the most modern generative models able to achieve impressive results. Nonetheless, their functioning is still not very clear, and several strategies have been adopted to…

Differential Geometry · Mathematics 2024-04-10 Alessandro Benfenati , Alessio Marta

In this work, we unify several expected generalization error bounds based on random subsets using the framework developed by Hellstr\"om and Durisi [1]. First, we recover the bounds based on the individual sample mutual information from Bu…

Information Theory · Computer Science 2021-07-27 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

Graph Neural Networks (GNNs) are deep learning models that take graph data as inputs, and they are applied to various tasks such as traffic prediction and molecular property prediction. However, owing to the complexity of the GNNs, it has…

Machine Learning · Computer Science 2021-11-02 Tetsu Kasanishi , Xueting Wang , Toshihiko Yamasaki

We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…

Computation · Statistics 2015-09-29 Rahul Mazumder , Arkopal Choudhury , Garud Iyengar , Bodhisattva Sen
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