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We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

Particle and ensemble filters are increasingly utilized for inference, optimization, and forecast; however, both filtering methods use discrete distributions to simulate continuous state space, a drawback that can lead to degraded…

Methodology · Statistics 2014-03-27 Wan Yang , Jeffrey Shaman

Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

Statistical Mechanics · Physics 2016-01-06 Janusz M. Meylahn , Sanjib Sabhapandit , Hugo Touchette

``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic…

Statistical Mechanics · Physics 2023-02-20 Benjamin De Bruyne , Francesco Mori

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

Statistical Mechanics · Physics 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

We study the nonequilibrium dynamics of random spin chains that remain integrable (i.e., solvable via Bethe ansatz): because of correlations in the disorder, these systems escape localization and feature ballistically spreading…

Disordered Systems and Neural Networks · Physics 2019-05-22 Utkarsh Agrawal , Sarang Gopalakrishnan , Romain Vasseur

We present a new method to derive kinetic equations for systems undergoing non-linear transport in the presence of memory effects. In the framework of mesoscopic nonequilibrium thermodynamics, we derive a generalized Fokker-Planck equation…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , J. M. Rubi

General aspects of fundamental physics are considered. We comment the Wigner's logical scheme and modify it to adjust to modern theoretical physics. Then, we discuss the role and indicate the place of renormalization group in the logic of…

High Energy Physics - Theory · Physics 2011-04-15 Dmitri V. Shirkov

Evolutionary systems must learn to generalize, often extrapolating from a limited set of selective conditions to anticipate future environmental changes. The mechanisms enabling such generalization remain poorly understood, despite their…

Populations and Evolution · Quantitative Biology 2025-10-29 Federica Ferretti , Mehran Kardar , Arvind Murugan

We investigate the dynamics of a quantum system subjected to a time-dependent and conditional resetting protocol. Namely, we ask: what happens when the unitary evolution of the system is repeatedly interrupted at random time instants with…

Statistical Mechanics · Physics 2023-12-20 Anish Acharya , Shamik Gupta

We extend the theoretical framework used to study search processes with stochastic resetting to the case of partially absorbing targets. Instead of an absorption event occurring when the search particle reaches the boundary of a target, the…

Statistical Mechanics · Physics 2021-04-20 Ryan D. Schumm , Paul C. Bressloff

We apply the renormalisation-group to two-body scattering by a combination of known long-range and unknown short-range forces. A crucial feature is that the low-energy effective theory is regulated by applying a cut-off in the basis of…

Nuclear Theory · Physics 2009-11-07 Thomas Barford , Michael C. Birse

Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…

Statistical Mechanics · Physics 2014-02-14 Sumiyoshi Abe

The free energy of the Coulomb Gap problem is expanded as a set of Feynman diagrams, using the standard diagrammatic methods of perturbation theory. The gap in the one-particle density of states due to long-ranged interactions corresponds…

Condensed Matter · Physics 2018-05-09 S. R. Johnson , D. E. Khmelnitskii

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

We consider the problem of diffusion with stochastic resetting in a population of random walks where the diffusion coefficient is not constant, but behaves as a power-law of the average resetting rate of the population. Resetting occurs…

Statistical Mechanics · Physics 2022-09-07 Eric Bertin

This document proposes a Unified Robust Framework that re-engineers the estimation of the Average Treatment Effect on the Overlap (ATO). It synthesizes gamma-Divergence for outlier robustness, Graduated Non-Convexity (GNC) for global…

Machine Learning · Statistics 2025-11-25 Eichi Uehara

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar
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