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Related papers: Response Theory via Generative Score Modeling

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Fluctuation-dissipation relations elucidate the response of near-equilibrium systems to environmental changes, with recent advances extending response theory to non-equilibrium steady states. However, a general response theory for systems…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

This paper establishes a far-reaching connection between the Finite-Difference Time-Domain method (FDTD) and the theory of dissipative systems. The FDTD equations for a rectangular region are written as a dynamical system having the…

Computational Engineering, Finance, and Science · Computer Science 2017-04-05 Fadime Bekmambetova , Xinyue Zhang , Piero Triverio

While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…

Statistical Mechanics · Physics 2026-03-03 Thomas Sayer , Andrés Montoya-Castillo

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…

Statistical Mechanics · Physics 2025-02-19 Yan V. Fyodorov , Ewa Gudowska-Nowak , Maciej A. Nowak , Wojciech Tarnowski

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic…

Machine Learning · Computer Science 2024-03-12 Dinghuai Zhang , Ricky T. Q. Chen , Cheng-Hao Liu , Aaron Courville , Yoshua Bengio

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…

Statistical Mechanics · Physics 2010-10-13 Udo Seifert , Thomas Speck

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Machine Learning · Statistics 2018-12-17 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

Statistical Mechanics · Physics 2024-08-15 Luke Causer , Grant M. Rotskoff , Juan P. Garrahan

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

adap-org · Physics 2009-10-22 Iqbal Adjali , José-Luis Fernández-Villacañas , Michael Gell

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

Generalized Hydrodynamics (GHD) has recently been devised as a method to solve the dynamics of integrable quantum many-body systems beyond the mean-field approximation. In its original form, a major limitation is the inability to predict…

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

Generative diffusion models have emerged as a powerful class of models in machine learning, yet a unified theoretical understanding of their operation is still developing. This paper provides an integrated perspective on generative…

Machine Learning · Statistics 2026-03-27 Dejan Stancevic , Luca Ambrogioni

Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…

Machine Learning · Computer Science 2023-06-16 Chieh-Hsin Lai , Yuhta Takida , Naoki Murata , Toshimitsu Uesaka , Yuki Mitsufuji , Stefano Ermon

Large deviation theory (LDT) provides a mathematical framework to quantify the probabilities of rare events in stochastic systems. In this study, we applied LDT to model a chemical reaction system and demonstrated that the fluctuation…

Chemical Physics · Physics 2025-01-22 Tatsuaki Tsuruyama

The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…

Numerical Analysis · Mathematics 2024-07-11 Yahya Alnashri , Hasan Alzubaidi

Diffusion-based generative models (DGMs) have recently attracted attention in speech enhancement research (SE) as previous works showed a remarkable generalization capability. However, DGMs are also computationally intensive, as they…

Audio and Speech Processing · Electrical Eng. & Systems 2024-06-21 Chenda Li , Samuele Cornell , Shinji Watanabe , Yanmin Qian
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