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We investigate the application of Parisi-Wu stochastic quantization to the construction of random fields within the sublinear expectation framework. Using the semigroup approach and the infinite dimensional $G$-Ornstein Uhlenbeck process,…

Probability · Mathematics 2024-12-16 Haoran Hu

This paper is a continuation of our earlier work, which aimed to develop methods for understanding the renormalization group of tensorial group field theories within the stochastic quantization framework. In that first study, we showed that…

High Energy Physics - Theory · Physics 2025-09-09 Vincent Lahoche , Dine Ousmane Samary

Tensor models and tensor field theories admit a $1/N$ expansion and a melonic large $N$ limit which is simpler than the planar limit of random matrices and richer than the large $N$ limit of vector models. They provide examples of…

High Energy Physics - Theory · Physics 2019-07-16 Razvan Gurau

This thesis focuses on renormalization of tensor field theories. Its first part considers a quartic tensor model with $O(N)^3$ symmetry and long-range propagator. The existence of a non-perturbative fixed point in any $d$ at large $N$ is…

High Energy Physics - Theory · Physics 2022-07-13 Sabine Harribey

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…

Data Analysis, Statistics and Probability · Physics 2015-02-19 Nico Reinke , André Fuchs , Wided Medjroubi , Pedro G. Lind , Matthias Wächter , Joachim Peinke

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

Quantum Physics · Physics 2020-06-09 Maurice Godart

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

Using a Besov topology on spaces of modelled distributions in the framework of Hairer's regularity structures, we prove the reconstruction theorem on these Besov spaces with negative regularity. The Besov spaces of modelled distributions…

Probability · Mathematics 2021-05-20 Chong Liu , David J. Prömel , Josef Teichmann

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

This study delves into the connection between machine learning and lattice field theory by linking generative diffusion models (DMs) with stochastic quantization, from a stochastic differential equation perspective. We show that DMs can be…

High Energy Physics - Lattice · Physics 2023-11-08 Lingxiao Wang , Gert Aarts , Kai Zhou

Tensor structured Markov chains are part of stochastic models of many practical applications, e.g., in the description of complex production or telephone networks. The most interesting question in Markov chain models is the determination of…

Numerical Analysis · Mathematics 2015-05-08 Matthias Bolten , Karsten Kahl , Sonja Sokolović

We reproduce the ${\cal N}=4$ supersymmetric mechanics on curved spaces, constructed earlier within the Hamiltonian formalism, using the superfield methods. We show that for any such mechanics, given by the metric and the third order…

High Energy Physics - Theory · Physics 2019-05-22 N. Kozyrev

Gravitational theories with multiple scalar fields coupled to the metric and each other --- a natural extension of the well studied single-scalar-tensor theories --- are interesting phenomenological frameworks to describe deviations from…

General Relativity and Quantum Cosmology · Physics 2016-05-02 Michael Horbatsch , Hector O. Silva , Davide Gerosa , Paolo Pani , Emanuele Berti , Leonardo Gualtieri , Ulrich Sperhake

We study the polynomial Abelian or U(1)^d Tensorial Group Field Theories equipped with a gauge invariance condition in any dimension d. From our analysis, we prove the just renormalizability at all orders of perturbation of the phi^4_6 and…

High Energy Physics - Theory · Physics 2014-03-11 Dine Ousmane Samary , Fabien Vignes-Tourneret

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber