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Related papers: Response Theory via Generative Score Modeling

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Using statistical physics methods, we study generative diffusion models in the regime where the dimension of space and the number of data are large, and the score function has been trained optimally. Our analysis reveals three distinct…

Machine Learning · Computer Science 2025-01-08 Giulio Biroli , Tony Bonnaire , Valentin de Bortoli , Marc Mézard

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Diffusion models (DMs) have emerged as powerful tools for modeling complex data distributions and generating realistic new samples. Over the years, advanced architectures and sampling methods have been developed to make these models…

Machine Learning · Computer Science 2025-12-11 Roi Benita , Michael Elad , Joseph Keshet

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

Statistical inference on large-dimensional tensor data has been extensively studied in the literature and widely used in economics, biology, machine learning, and other fields, but how to generate a structured tensor with a target…

Methodology · Statistics 2026-04-02 Jianhua Guo , Xinbing Kong , Zeyu Li , Junfan Mao

We consider a quantum system driven out of equilibrium via a small Hamiltonian perturbation. Building on the paradigmatic framework of linear response theory (LRT), we derive an expression for the full generating function of the dissipated…

Quantum Physics · Physics 2024-08-28 Giacomo Guarnieri , Jens Eisert , Harry J. D. Miller

The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…

Statistical Mechanics · Physics 2009-11-10 Ludovic Berthier

Focusing on a famous class of interacting diffusion processes called Ginzburg-Landau (GL) dynamics, we extend the Macroscopic Fluctuations Theory (MFT) to these systems in the case where the interactions are long-range, and consequently,…

Mathematical Physics · Physics 2024-05-15 Cédric Bernardin , Raphaël Chetrite

Recovering signals from low-order moments is a fundamental yet notoriously difficult task in inverse problems. This recovery process often reduces to solving ill-conditioned systems of polynomial equations. In this work, we propose a new…

Signal Processing · Electrical Eng. & Systems 2025-09-16 Rafi Beinhorn , Shay Kreymer , Amnon Balanov , Michael Cohen , Alon Zabatani , Tamir Bendory

The lattice Boltzmann algorithm efficiently simulates the Navier Stokes equation of isothermal fluid flow, but ignores thermal fluctuations of the fluid, important in mesoscopic flows. We show how to adapt the algorithm to include noise,…

Statistical Mechanics · Physics 2009-11-10 R. Adhikari , M. E. Cates , K. Stratford , A. J. Wagner

We introduce and solve a general model of dynamic response under external perturbations. This model captures a wide range of systems out of equilibrium including Ising models of physical systems, social opinions, and population genetics.…

Exactly Solvable and Integrable Systems · Physics 2007-11-19 David D. Chinellato , Marcus A. M. de Aguiar , Irving R. Epstein , Dan Braha , Yaneer Bar-Yam

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

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

Learning the underlying potential energy of stochastic gradient systems from partial and noisy observations is a fundamental problem arising in physics, chemistry, and data-driven modeling. Classical approaches often rely on direct…

Machine Learning · Computer Science 2026-04-23 Yubin Lu , Xiaofan Li , Chun Liu , Qi Tang , Yiwei Wang

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

While score-based generative models (SGMs) have achieved remarkable success in enormous image generation tasks, their mathematical foundations are still limited. In this paper, we analyze the approximation and generalization of SGMs in…

Machine Learning · Statistics 2024-02-26 Frank Cole , Yulong Lu

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…

Statistical Mechanics · Physics 2011-12-23 Gatien Verley , Raphaël Chétrite , David Lacoste

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…

Methodology · Statistics 2021-10-07 Athénaïs Gautier , David Ginsbourger , Guillaume Pirot

We provide an overview of the diffusion model as a method to generate new samples. Generative models have been recently adopted for tasks such as art generation (Stable Diffusion, Dall-E) and text generation (ChatGPT). Diffusion models in…

Machine Learning · Statistics 2025-06-13 Justin Le

We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…

Statistical Mechanics · Physics 2024-02-06 Žiga Krajnik , Johannes Schmidt , Vincent Pasquier , Enej Ilievski , Tomaž Prosen

We analyze the time reversed dynamics of generative diffusion models. If the exact empirical score function is used in a regime of large dimension and exponentially large number of samples, these models are known to undergo transitions…

Statistics Theory · Mathematics 2025-11-17 Anand Jerry George , Rodrigo Veiga , Nicolas Macris